The following pages link to (Q3049603):
Displaying 13 items.
- Doob's inequalities revisited: A maximal \(H^ 1\)-embedding (Q1107901) (← links)
- The distribution of Brownian motion in \(R^ n\) at a natural stopping time (Q1156430) (← links)
- Some inequalities with local times in zero of a Brownian motion (Q1198557) (← links)
- Designing options given the risk: The optimal Skorokhod-embedding problem (Q1593624) (← links)
- Embedding in Brownian motion with drift and the Azéma-Yor construction (Q1613593) (← links)
- The Azéma-Yor embedding in non-singular diffusions. (Q1766021) (← links)
- Embedding of Walsh Brownian motion (Q2021385) (← links)
- On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale (Q2347466) (← links)
- An optimal Skorokhod embedding for diffusions (Q2485750) (← links)
- Skorokhod embeddings, minimality and non-centred target distributions (Q2494406) (← links)
- An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale. (Q2574635) (← links)
- Stopped distributions for Markov processes in duality (Q3938311) (← links)
- Characterization of submartingales of a new class <font>(Σ<sup><i>r</i></sup>)</font> (Q4639184) (← links)