Ultimateness and the Azéma-Yor stopping time
Séminaire de probabilités de Strasbourg (1986)
- Volume: 20, page 375-378
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topvan der Vecht, D. P.. "Ultimateness and the Azéma-Yor stopping time." Séminaire de probabilités de Strasbourg 20 (1986): 375-378. <http://eudml.org/doc/113557>.
@article{vanderVecht1986,
author = {van der Vecht, D. P.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {ultimate stopping time; Brownian motion; stopping time construction},
language = {eng},
pages = {375-378},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Ultimateness and the Azéma-Yor stopping time},
url = {http://eudml.org/doc/113557},
volume = {20},
year = {1986},
}
TY - JOUR
AU - van der Vecht, D. P.
TI - Ultimateness and the Azéma-Yor stopping time
JO - Séminaire de probabilités de Strasbourg
PY - 1986
PB - Springer - Lecture Notes in Mathematics
VL - 20
SP - 375
EP - 378
LA - eng
KW - ultimate stopping time; Brownian motion; stopping time construction
UR - http://eudml.org/doc/113557
ER -
References
top- [1] J. Azema et M. Yor, a. Une solution simple au problème de Skorokhod. b. Le problème de Skorokhod: compléments à l'exposé précédent. Sem. Prob. XIII, Lecture Notes in Math.721, 1977/78. Zbl0414.60056MR544782
- [2] N. Falkner, On Skorokhod embedding in n-dimensional Brownian Motion by means of natural stopping times. Sem. Prob. XIV, Lecture Notes in Math.784, 1980. Zbl0422.60060MR580142
- [3] I. Meilijson, There exists no ultimate solution to Skorokhod's problem. Sem. Prob. XVI, Lecture Notes in Math.920, 1980/81. Zbl0476.60045MR658701
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