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On the azema-yor stopping time

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Séminaire de Probabilités XVII 1981/82

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

This work was performed during the author’s visit to the Free University, Amsterdam, 1980/1.

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References

  1. Azéma, J. and Yor, M. Une solution simple au probléme de Skorokhod. Sem. Probab. XIII, Lecture Notes in Math., Springer (1979).

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  2. Chacon, R.V. and Walsh, J.B. One-dimensional potential embedding. Sem. Probab. X, Lecture Notes in Math. 511, Springer (1976).

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  3. Dubins, L.E. On a theorem of Skorokhod. Ann.Math.Statist., 39 (1968), 2094–2097.

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Jacques Azéma Marc Yor

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© 1983 Springer-Verlag

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Meilijson, I. (1983). On the azema-yor stopping time. 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/BFb0068319

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  • DOI: https://doi.org/10.1007/BFb0068319

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12289-0

  • Online ISBN: 978-3-540-39614-7

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