On Skorohod embedding in n -dimensional brownian motion by means of natural stopping times

Neil Falkner

Séminaire de probabilités de Strasbourg (1980)

  • Volume: 14, page 357-391

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Falkner, Neil. "On Skorohod embedding in $n$-dimensional brownian motion by means of natural stopping times." Séminaire de probabilités de Strasbourg 14 (1980): 357-391. <http://eudml.org/doc/113299>.

@article{Falkner1980,
author = {Falkner, Neil},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {stopping times},
language = {eng},
pages = {357-391},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On Skorohod embedding in $n$-dimensional brownian motion by means of natural stopping times},
url = {http://eudml.org/doc/113299},
volume = {14},
year = {1980},
}

TY - JOUR
AU - Falkner, Neil
TI - On Skorohod embedding in $n$-dimensional brownian motion by means of natural stopping times
JO - Séminaire de probabilités de Strasbourg
PY - 1980
PB - Springer - Lecture Notes in Mathematics
VL - 14
SP - 357
EP - 391
LA - eng
KW - stopping times
UR - http://eudml.org/doc/113299
ER -

References

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  1. J.R. Baxter and R.V. Chacon : 1. Potentials of Stopped Distributions, Ill. J. Math.18 (1974) 649-656. Zbl0323.60050MR358960
  2. R.M. Blumenthal and R.K. Getoor : 1. Markov Processes and Potential Theory, Academic Press, 1968. Zbl0169.49204MR264757
  3. M. Brelot : 1. Minorantes sous-harmoniques, Extrémales et Capacités, J. de Math. Pures et App. IX, 24 (1945) 1-32; Zbl0061.22802MR16186
  4. 2. Eléments de la Théorie classique du Potentiel, 3ème édition (1965), Centre de Documentation Universitaire, 5 Place de la Sorbonne, Paris. Zbl0084.30903MR178154
  5. R.V. Chacon : 1. Potential Processes, Trans. Amer. Math. Soc.226 (1977) 39-58. Zbl0366.60106MR501374
  6. R.V. Chacon and N. Ghoussoub : 1. Embeddings in Brownian Motion, preprint. Zbl0423.60048
  7. L.E. Dubins : 1. On a Theorem of Skorohod, Ann. Math. Stat.39 (1968) 2094-2097. Zbl0185.45103MR234520
  8. R.M. Dudley and S. Gutman : 1. Stopping Times with Given Laws, Strasbourg Séminaire de Probabilités XI, 1975/76, Springer VerlagLecture Notes in Mathematics, no. 581. Zbl0375.60052MR651553
  9. L.L. Helms : 1. Introduction to Potential Theory, John Wiley and Sons Inc., 1969. Zbl0188.17203MR261018
  10. I. Monroe : 1. On Embedding Right-Continuous Martingales in Brownian Motion, Ann. Math. Stat.43 (1972) 1293-1311. Zbl0267.60050MR343354
  11. M. Rao : 1. Brownian Motion and Classical Potential Theory, Feb., 1977, Aarhus University Lecture Notes Series, no. 47. Zbl0345.31001MR440718
  12. D.H. Root : 1. The Existence of Certain Stopping Times of Brownian Motion, Ann. Math. Stat.40 (1969) 715-718. Zbl0174.21902MR238394
  13. H. Rost : 1. Die Stoppverteilungen eines Markoff-Prozesses mit Lokalendlichem Potentiel, Manuscr. Math.3 (1970) 321-330; Zbl0205.45101MR273691
  14. 2. The Stopping Distributions of a Markov Process, Invent. Math.14 (1971) 1-16. Zbl0225.60025MR346920
  15. A.V. Skorohod : 1. Studies in the Theory of Random Processes, Addison-Wesley, 1965. Zbl0146.37701MR185620

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