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Ultimateness and the Azéma-Yor stopping time

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Séminaire de Probabilités XX 1984/85

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1204))

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References

  1. J. AZEMA et M. YOR, a. Une solution simple au problème de Skorokhod.

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  2. Le problème de Skorokhod: compléments à l'exposé précédent. Sem. Prob. XIII, Lecture Notes in Math. 721, 1977/78.

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  3. N. FALKNER, On Skorokhod embedding in n-dimensional Brownian Motion by means of natural stopping times. Sem. Prob. XIV, Lecture Notes in Math. 784, 1980.

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  4. I. MEILIJSON, There exists no ultimate solution to Skorokhod's problem. Sem. Prob. XVI, Lecture Notes in Math. 920, 1980/81.

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Authors and Affiliations

  1. Vrije Universiteit, Amsterdam

    D. P. van der Vecht

Authors
  1. D. P. van der Vecht
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Jacques Azéma Marc Yor

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© 1986 Springer-Verlag

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van der Vecht, D.P. (1986). Ultimateness and the Azéma-Yor stopping time. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XX 1984/85. Lecture Notes in Mathematics, vol 1204. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0075729

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  • DOI: https://doi.org/10.1007/BFb0075729

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-16779-2

  • Online ISBN: 978-3-540-39860-8

  • eBook Packages: Springer Book Archive

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