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Potentials of stopped distributions

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Publication:1224372
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zbMath0323.60050MaRDI QIDQ1224372

R. V. Chacon, J. R. Baxter

Publication date: 1974

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)



Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)


Related Items

Potential Processes ⋮ Embedding in Brownian motion with drift and the Azéma-Yor construction ⋮ Harmonic Functions and Mass Cancellation ⋮ The distribution of Brownian motion in \(R^ n\) at a natural stopping time ⋮ Optimal Brownian Stopping When the Source and Target Are Radially Symmetric Distributions ⋮ The Two-Sided Stefan Problem with a Spatially Dependent Latent Heat ⋮ On a construction of multivariate distributions given some multidimensional marginals ⋮ A solution to the Monge transport problem for Brownian martingales ⋮ On Skorokhod embeddings and Poisson equations ⋮ Stopped distributions for Markov processes in duality ⋮ Stopping distributions for right processes



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