scientific article; zbMATH DE number 1552488

MaRDI QIDQ4524744zbMATH OpenFDO

Authors Goran Peskir

Publication date 30 August 2001

zbMATH Keywords

Brownian motionstopping timeSkorokhod embedding problemAzéma-Yor embeddingnon-recurrent diffusions

Mathematics Subject Classification ID

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

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