On the Azéma-Yor stopping time
Séminaire de probabilités de Strasbourg (1983)
- Volume: 17, page 225-226
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topMeilijson, Isaac. "On the Azéma-Yor stopping time." Séminaire de probabilités de Strasbourg 17 (1983): 225-226. <http://eudml.org/doc/113442>.
@article{Meilijson1983,
author = {Meilijson, Isaac},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {stopping time; embedding},
language = {eng},
pages = {225-226},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On the Azéma-Yor stopping time},
url = {http://eudml.org/doc/113442},
volume = {17},
year = {1983},
}
TY - JOUR
AU - Meilijson, Isaac
TI - On the Azéma-Yor stopping time
JO - Séminaire de probabilités de Strasbourg
PY - 1983
PB - Springer - Lecture Notes in Mathematics
VL - 17
SP - 225
EP - 226
LA - eng
KW - stopping time; embedding
UR - http://eudml.org/doc/113442
ER -
References
top- [1] Azéma, J. and Yor, M.Une solution simple au probléme de Skorokhod. Sem. Probab. XIII, Lecture Notes in Math., Springer (1979). Zbl0414.60055MR544782
- [2] Chacon, R.V.and Walsh, J.B.One-dimensional potential embedding. Sem. Probab. X, Lecture Notes in Math. 511, Springer (1976). Zbl0329.60041MR445598
- [3] Dubins, L.E.On a theorem of Skorokhod. Ann. Math. Statist., 39 (1968), 2094-2097. Zbl0185.45103MR234520
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