There exists no ultimate solution to Skorokhod's problem

Isaac Meilijson

Séminaire de probabilités de Strasbourg (1982)

  • Volume: 16, page 392-399

How to cite

top

Meilijson, Isaac. "There exists no ultimate solution to Skorokhod's problem." Séminaire de probabilités de Strasbourg 16 (1982): 392-399. <http://eudml.org/doc/113393>.

@article{Meilijson1982,
author = {Meilijson, Isaac},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {stopping times; embedded in a piece of Brownian motion},
language = {eng},
pages = {392-399},
publisher = {Springer - Lecture Notes in Mathematics},
title = {There exists no ultimate solution to Skorokhod's problem},
url = {http://eudml.org/doc/113393},
volume = {16},
year = {1982},
}

TY - JOUR
AU - Meilijson, Isaac
TI - There exists no ultimate solution to Skorokhod's problem
JO - Séminaire de probabilités de Strasbourg
PY - 1982
PB - Springer - Lecture Notes in Mathematics
VL - 16
SP - 392
EP - 399
LA - eng
KW - stopping times; embedded in a piece of Brownian motion
UR - http://eudml.org/doc/113393
ER -

References

top
  1. [1] Azema, J. and Yor, M.(i) Une solution simple au problème de Skorokhod. (ii) Le problème de Skorokhod: compléments a l'exposé précédent. Séminaire de Probabilités XIII, LN721, Springer (1979). Zbl0414.60056MR544782
  2. [2] Chacon, R.V. and Walsh, J.B.One dimensional potential embedding. Séminaire de Probabilités X, LN511, Springer (1976). Zbl0329.60041MR445598
  3. [3] Dubins, L.E.On a theorem of Skorokhod. Ann.Math.Statist.39, 2094-2097 (1968). Zbl0185.45103MR234520
  4. [4] Dubins, L.E. and Gilat, D.On the distribution of maxima of martingales. Proc. of the A.M.S.68, No. 3, 337-338 (1978). Zbl0351.60049MR494473
  5. [5] Meilijson, I. and Nadas, A.On convex majorization with an application to the length of critical paths. J. Appl. Prob.16, No. 3, 671-677 (1979). Zbl0417.60025MR540805
  6. [6] Meyer, P.A.Probabilités et Potentiel. Hermann (1966). Zbl0138.10402MR205287
  7. [7] Meyer, P.A.Le schéma de remplissage en temps continu. Séminaire de Probabilités VI, LN258, Springer (1972). Zbl0231.60062MR402946
  8. [8] Monroe, I.On embedding right continuous martingales in Brownian motion. Ann.Math.Statist.43, No. 4, 1293-1311 (1972). Zbl0267.60050MR343354
  9. [9] Root, D.H.On the existence of certain stopping times on Brownian motion. Ann.Math.Statist.40, 715-718 (1969). Zbl0174.21902MR238394
  10. [10] Rost, H.The stopping distributions of a Markov process. Inv. Math.14, 1-16 (1971). Zbl0225.60025MR346920
  11. [11] Rost, H.Skorokhod stopping times of minimal variance. Séminaire de Probabilités X, LN511, Springer (1976). Zbl0339.60042MR445600
  12. [12] Skorokhod, A.Studies in the theory of random processes. Addison-Wesley, Reading (1965). Zbl0146.37701MR185620

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.