Potentials of stopped distributions

MaRDI QIDQ1224372zbMATH OpenFDO

Authors J. R. Baxter, R. Chacón

Publication date 1974

Published in Illinois Journal of Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Brownian motion (60J65)

Cited in

(12)

• The distribution of Brownian motion in \(R^ n\) at a natural stopping time
• Embedding in Brownian motion with drift and the Azéma-Yor construction
• A solution to the Monge transport problem for Brownian martingales
• On Skorokhod embeddings and Poisson equations
• Stopped distributions for Markov processes in duality
• The Two-Sided Stefan Problem with a Spatially Dependent Latent Heat
• Potential Processes
• Harmonic Functions and Mass Cancellation
• Optimal Brownian stopping when the source and target are radially symmetric distributions
• On a construction of multivariate distributions given some multidimensional marginals
• The Stefan problem and free targets of optimal Brownian martingale transport
• Stopping distributions for right processes

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