The distribution of Brownian motion in \(R^ n\) at a natural stopping time

DOI10.1016/0001-8708(81)90059-1zbMath0468.60076OpenAlexW2066272366MaRDI QIDQ1156430

Neil Falkner

Publication date: 1981

Published in: Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0001-8708(81)90059-1

zbMATH Keywords

Green's kernelSkorohod embeddingrandomized stopping timenatural stopping time

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45)

Related Items (5)

Structure of optimal martingale transport plans in general dimensions ⋮ A free boundary characterisation of the root barrier for Markov processes ⋮ Stopped distributions for Markov processes in duality ⋮ Stopping distributions for right processes ⋮ Optimal transport and Skorokhod embedding

Cites Work

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• Potentials of stopped distributions
• Die Stoppverteilungen eines Markoff-Prozesses mit lokalendlichem Potential
• Erratum to Ëmbedding Processes in Brownian Motion in R n "
• Potential Processes
• The Existence of Certain Stopping Times on Brownian Motion
• Potential theory for infinitely divisible processes on Abelian groups
• On a Theorem of Skorohod
• On Embedding Right Continuous Martingales in Brownian Motion

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