scientific article; zbMATH DE number 3656914

MaRDI QIDQ3855929zbMATH OpenFDO

Authors Neil Falkner

Publication date 1980

Full work available at URL http://www.numdam.org/item?id=SPS_1980__14__357_0, https://eudml.org/doc/113299

zbMATH Keywords

stopping times

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Stopping times; optimal stopping problems; gambling theory (60G40) Brownian motion (60J65)

Cited in

(9)

• Structural properties of randomized times
• The distribution of Brownian motion in \(R^ n\) at a natural stopping time
• Embedding in Brownian motion with drift and the Azéma-Yor construction
• Embedding of Walsh Brownian motion
• A solution to the Monge transport problem for Brownian martingales
• Optimal stopping of stochastic transport minimizing submartingale costs
• Stopped distributions for Markov processes in duality
• Optimal Brownian stopping when the source and target are radially symmetric distributions
• The Stefan problem and free targets of optimal Brownian martingale transport

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