Publication:4272499

zbMath0785.60025MaRDI QIDQ4272499

Pierre Vallois

Publication date: 17 April 1994

zbMATH Keywords

Skorokhod problem; Lebesgue decomposition; uniformly integrable martingales

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60J65: Brownian motion

60G40: Stopping times; optimal stopping problems; gambling theory

60G44: Martingales with continuous parameter

60J45: Probabilistic potential theory