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Skorokhod imbedding via stochastic integrals

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Séminaire de Probabilités XVII 1981/82

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 986))

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References

  1. J.M.C. Clark, The Representation of Functionals of Brownian Motion by Stochastic Integrals, Ann. Math. Stat 41 (1970) 1282–1295.

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  2. M.P. Yershov, On Stochastic Equations, Proceedings 2nd Japan-USSR Symposium on Probability Theory. Lec. Notes in Math. 330, 527–530, Springer-Verlag, Berlin, 1973.

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  3. K. Yosida, Lectures on Differential and Integral Equations, Interscience, New York, 1960.

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Authors and Affiliations

  1. Department of Mathematics, University of Washington, 98195, Seattle, WA

    Richard F. Bass

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  1. Richard F. Bass
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Jacques Azéma Marc Yor

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© 1983 Springer-Verlag

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Bass, R.F. (1983). Skorokhod imbedding via stochastic integrals. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XVII 1981/82. Lecture Notes in Mathematics, vol 986. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0068318

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  • DOI: https://doi.org/10.1007/BFb0068318

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12289-0

  • Online ISBN: 978-3-540-39614-7

  • eBook Packages: Springer Book Archive

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