Classes of measures which can be embedded in the simple symmetric random walk.

Cox, Alexander M.G., and Obloj, Jan K.. "Classes of measures which can be embedded in the simple symmetric random walk.." Electronic Journal of Probability [electronic only] 13 (2008): 1203-1228. <http://eudml.org/doc/229014>.

@article{Cox2008,
author = {Cox, Alexander M.G., Obloj, Jan K.},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {Skorokhod embedding problem; random walk; minimal stopping time; Azéma-Yor stopping time; Chacon-Walsh stopping time; iterated function system; self-similar set},
language = {eng},
pages = {1203-1228},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Classes of measures which can be embedded in the simple symmetric random walk.},
url = {http://eudml.org/doc/229014},
volume = {13},
year = {2008},
}

TY - JOUR
AU - Cox, Alexander M.G.
AU - Obloj, Jan K.
TI - Classes of measures which can be embedded in the simple symmetric random walk.
JO - Electronic Journal of Probability [electronic only]
PY - 2008
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 13
SP - 1203
EP - 1228
LA - eng
KW - Skorokhod embedding problem; random walk; minimal stopping time; Azéma-Yor stopping time; Chacon-Walsh stopping time; iterated function system; self-similar set
UR - http://eudml.org/doc/229014
ER -