scientific article; zbMATH DE number 3808667

zbMATH Open0512.60071MaRDI QIDQ3657166FDOQ3657166

Pierre Vallois

Publication date: 1983

Full work available at URL: http://www.numdam.org/item?id=SPS_1983__17__227_0

Title of this publication is not available (Why is that?)

zbMATH Keywords

local timestopping times

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Cited In (14)

• A construction of the left-curtain coupling
• From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding
• The Two-Sided Stefan Problem with a Spatially Dependent Latent Heat
• Minimal Root's embeddings for general starting and target distributions
• Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping
• Some results on Skorokhod embedding and robust hedging with local time
• An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes
• Some inequalities with local times in zero of a Brownian motion
• On an explicit Skorokhod embedding for spectrally negative Lévy processes
• Integral equations for Rost's reversed barriers: existence and uniqueness results
• Optimal transport and Skorokhod embedding
• On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals
• Fake exponential Brownian motion
• Shadows and barriers

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3657166)