Using Additive Functionals to Embed Preassigned Distributions in Symmetric Stable Processes

DOI10.2307/1995712MaRDI QIDQ5649174zbMATH OpenOpenAlexFDO

Authors Itrel Monroe

Publication date 1972

Full work available at URL https://doi.org/10.2307/1995712

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Local time and additive functionals (60J55)

Cites work

• Continuous additive functionals of a Markov process with applications to processes with independent increments
• scientific article; zbMATH DE number 3426516 (Why is no real title available?)
• scientific article; zbMATH DE number 3223983 (Why is no real title available?)
• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• On a Theorem of Skorohod
• On Certain Onto Maps
• On the Distribution of First Hits for the Symmetric Stable Processes
• Sample functions of stable processes
• Stopping times on Brownian motion: Some properties of root's construction

Cited in

(5)

• Can time-homogeneous diffusions produce any distribution?
• Time homogeneous diffusion with drift and killing to meet a given marginal
• On Skorokhod embeddings and Poisson equations
• Unbiased shifts of Brownian motion
• Feynman-Kac theorems for generalized diffusions

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