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The distribution of Brownian motion in \(R^ n\) at a natural stopping time - MaRDI portal

The distribution of Brownian motion in \(R^ n\) at a natural stopping time (Q1156430)

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scientific article; zbMATH DE number 3734895
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English
The distribution of Brownian motion in \(R^ n\) at a natural stopping time
scientific article; zbMATH DE number 3734895

    Statements

    The distribution of Brownian motion in \(R^ n\) at a natural stopping time (English)
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    1981
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    Green's kernel
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    randomized stopping time
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    Skorohod embedding
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    natural stopping time
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