Skorohod embedding in Brownian motion in
Falkner, Neil
Similarity:
Displaying similar documents to “On Skorohod embedding in -dimensional brownian motion by means of natural stopping times”
Skorohod embedding in Brownian motion in
Skorokhod stopping times of minimal variance
Hermann Rost (1976)
Séminaire de probabilités de Strasbourg
Similarity:
One-dimensional potential embedding
Rafael V. Chacon, John B. Walsh (1976)
Séminaire de probabilités de Strasbourg
Similarity:
The Skorokhod embedding problem and its offspring.
Obłój, Jan (2004)
Probability Surveys [electronic only]
Similarity:
Skorokhod stopping in discrete time
David C. Heath (1975)
Séminaire de probabilités de Strasbourg
Similarity:
A martingale approach to some Wiener-Hopf problems, I
R. R. London, H. P. Mc Kean, L. C. G. Rogers, David Williams (1982)
Séminaire de probabilités de Strasbourg
Similarity:
The maximum maximum of a martingale
David G. Hobson (1998)
Séminaire de probabilités de Strasbourg
Similarity: