A solution to Skorokhod's embedding for linear Brownian motion and its local time
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Publication:4431326
DOI10.1556/SScMath.39.2002.1-2.6zbMath1026.60047OpenAlexW2090212598MaRDI QIDQ4431326
Pierre Vallois, Bernard Roynette, Marc Yor
Publication date: 20 October 2003
Published in: Studia Scientiarum Mathematicarum Hungarica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1556/sscmath.39.2002.1-2.6
Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Probabilistic potential theory (60J45) Local time and additive functionals (60J55)
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