There exists no ultimate solution to Skorokhod's problem
Séminaire de probabilités de Strasbourg (1982)
- Volume: 16, page 392-399
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topMeilijson, 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
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- [2] Chacon, R.V. and Walsh, J.B.One dimensional potential embedding. Séminaire de Probabilités X, LN511, Springer (1976). Zbl0329.60041MR445598
- [3] Dubins, L.E.On a theorem of Skorokhod. Ann.Math.Statist.39, 2094-2097 (1968). Zbl0185.45103MR234520
- [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] 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] Meyer, P.A.Probabilités et Potentiel. Hermann (1966). Zbl0138.10402MR205287
- [7] Meyer, P.A.Le schéma de remplissage en temps continu. Séminaire de Probabilités VI, LN258, Springer (1972). Zbl0231.60062MR402946
- [8] Monroe, I.On embedding right continuous martingales in Brownian motion. Ann.Math.Statist.43, No. 4, 1293-1311 (1972). Zbl0267.60050MR343354
- [9] Root, D.H.On the existence of certain stopping times on Brownian motion. Ann.Math.Statist.40, 715-718 (1969). Zbl0174.21902MR238394
- [10] Rost, H.The stopping distributions of a Markov process. Inv. Math.14, 1-16 (1971). Zbl0225.60025MR346920
- [11] Rost, H.Skorokhod stopping times of minimal variance. Séminaire de Probabilités X, LN511, Springer (1976). Zbl0339.60042MR445600
- [12] Skorokhod, A.Studies in the theory of random processes. Addison-Wesley, Reading (1965). Zbl0146.37701MR185620
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