An optimal Skorokhod embedding for diffusions (Q2485750): Difference between revisions

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+Alexander Matthew Gordon Cox
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+W2086950044
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+math/0212174
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+Q3049603
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+Q3049602
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+Q4095636
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+Skorokhod embeddings, minimality and non-centred target distributions
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@@ Property / cites work @@
+On a Theorem of Skorohod
@@ Property / cites work: On a Theorem of Skorohod / rank @@
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+Embedding in Brownian motion with drift and the Azéma-Yor construction
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+Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative.
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+Doob's inequalities revisited: A maximal \(H^ 1\)-embedding
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+On Embedding Right Continuous Martingales in Brownian Motion
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+The Azéma-Yor embedding in non-singular diffusions.
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+Q4226355
@@ Property / cites work: Q4226355 / rank @@
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+Q4492756
@@ Property / cites work: Q4492756 / rank @@
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+The Existence of Certain Stopping Times on Brownian Motion
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+The stopping distributions of a Markov process
@@ Property / cites work: The stopping distributions of a Markov process / rank @@
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+Q4107704
@@ Property / cites work: Q4107704 / rank @@
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@@ Property / cites work @@
+Q4596270
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+Some inequalities with local times in zero of a Brownian motion
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