Classes of measures which can be embedded in the simple symmetric random walk

DOI10.1214/EJP.V13-516zbMath1196.60080OpenAlexW2138136927MaRDI QIDQ1039051

Jan Obłój, Alexander Matthew Gordon Cox

Publication date: 20 November 2009

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/229014

zbMATH Keywords

iterated function systemrandom walkSkorokhod embedding problemself-similar setminimal stopping timeAzéma-Yor stopping timeChacon-Walsh stopping time

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Fractals (28A80)

Related Items (2)

Two explicit Skorokhod embeddings for simple symmetric random walk ⋮ Optimal Exit Time from Casino Gambling: Strategies of Precommitted and Naive Gamblers

This page was built for publication: Classes of measures which can be embedded in the simple symmetric random walk