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Representing a distribution by stopping a Brownian Motion: Root's construction - MaRDI portal

Representing a distribution by stopping a Brownian Motion: Root's construction (Q3739968)

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Representing a distribution by stopping a Brownian Motion: Root's construction
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    Representing a distribution by stopping a Brownian Motion: Root's construction (English)
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    1986
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    achievable random variables
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    barriers
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    stopping times
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    hitting time
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    conditions for the existence of a barrier
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