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

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

Cited in

(12)

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

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