A solution to Skorokhod's embedding for linear Brownian motion and its local time (Q4431326)
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scientific article; zbMATH DE number 1994533
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A solution to Skorokhod's embedding for linear Brownian motion and its local time |
scientific article; zbMATH DE number 1994533 |
Statements
A solution to Skorokhod's embedding for linear Brownian motion and its local time (English)
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20 October 2003
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Skorokhod embedding
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local time
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Brownian motion
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