scientific article; zbMATH DE number 1552488
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Publication:4524744
zbMATH Open0967.60046MaRDI QIDQ4524744FDOQ4524744
Authors: Goran Peskir
Publication date: 30 August 2001
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- Processes that can be embedded in a geometric Brownian motion
- Embedding in Brownian motion with drift and the Azéma-Yor construction
- On stopping times connected with drawdowns and rallies of a Brownian motion with drift
- An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale.
- Optimal embeddings by unbiased shifts of Brownian motion
- The Azéma-Yor embedding in non-singular diffusions.
- Embedding of Walsh Brownian motion
- A solution to Skorokhod's embedding for linear Brownian motion and its local time
- Representing a distribution by stopping a Brownian Motion: Root's construction
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- Embedding laws in diffusions by functions of time
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