Skorokhod imbedding via stochastic integrals

Richard F. Bass

Séminaire de probabilités de Strasbourg (1983)

  • Volume: 17, page 221-224

How to cite

top

Bass, Richard F.. "Skorokhod imbedding via stochastic integrals." Séminaire de probabilités de Strasbourg 17 (1983): 221-224. <http://eudml.org/doc/113441>.

@article{Bass1983,
author = {Bass, Richard F.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Skorokhod imbedding; representation of martingales},
language = {eng},
pages = {221-224},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Skorokhod imbedding via stochastic integrals},
url = {http://eudml.org/doc/113441},
volume = {17},
year = {1983},
}

TY - JOUR
AU - Bass, Richard F.
TI - Skorokhod imbedding via stochastic integrals
JO - Séminaire de probabilités de Strasbourg
PY - 1983
PB - Springer - Lecture Notes in Mathematics
VL - 17
SP - 221
EP - 224
LA - eng
KW - Skorokhod imbedding; representation of martingales
UR - http://eudml.org/doc/113441
ER -

References

top
  1. 1. J.M.C. Clark, The Representation of Functionals of Brownian Motion by Stochastic Integrals, Ann. Math Stat41 (1970) 1282-1295. Zbl0213.19402MR270448
  2. 2. M.P. Yershov, On Stochastic Equations, Proceedings 2nd Japan-USSR Symposium on Probability Theory. Lec. Notes in Math.330, 527-530, Springer-Verlag, Berlin, 1973. Zbl0267.60049MR448507
  3. 3. K. Yosida, Lectures on Differential and Integral Equations, Interscience, New York, 1960. Zbl0090.08401MR118869

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.