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

@@ Property / author @@
-Alexander Matthew Gordon Cox
@@ Property / author: Alexander Matthew Gordon Cox / rank @@
-Normal rank
@@ Property / author @@
+Alexander Matthew Gordon Cox
@@ Property / author: Alexander Matthew Gordon Cox / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2086950044
@@ Property / OpenAlex ID: W2086950044 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+math/0212174
@@ Property / arXiv ID: math/0212174 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3049603
@@ Property / cites work: Q3049603 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3049602
@@ Property / cites work: Q3049602 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4095636
@@ Property / cites work: Q4095636 / rank @@
+Normal rank
@@ Property / cites work @@
+Skorokhod embeddings, minimality and non-centred target distributions
+Normal rank
@@ Property / cites work @@
+On a Theorem of Skorohod
@@ Property / cites work: On a Theorem of Skorohod / rank @@
+Normal rank
@@ Property / cites work @@
+Embedding in Brownian motion with drift and the Azéma-Yor construction
+Normal rank
@@ Property / cites work @@
+Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative.
+Normal rank
@@ Property / cites work @@
+Doob's inequalities revisited: A maximal \(H^ 1\)-embedding
+Normal rank
@@ Property / cites work @@
+On Embedding Right Continuous Martingales in Brownian Motion
+Normal rank
@@ Property / cites work @@
+The Azéma-Yor embedding in non-singular diffusions.
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4492756
@@ Property / cites work: Q4492756 / rank @@
+Normal rank
@@ Property / cites work @@
+The Existence of Certain Stopping Times on Brownian Motion
+Normal rank
@@ Property / cites work @@
+The stopping distributions of a Markov process
@@ Property / cites work: The stopping distributions of a Markov process / rank @@
+Normal rank
@@ Property / cites work @@
+Q4107704
@@ Property / cites work: Q4107704 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4596270
@@ Property / cites work: Q4596270 / rank @@
+Normal rank
@@ Property / cites work @@
+Some inequalities with local times in zero of a Brownian motion
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2485750