Unbiased shifts of Brownian motion

DOI10.1214/13-AOP832zbMath1295.60093arXiv1112.5373OpenAlexW3099111346MaRDI QIDQ2447330

Peter Mörters, Hermann Thorisson, Günter Last

Publication date: 25 April 2014

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.5373

zbMATH Keywords

Brownian motionlocal timerandom measurePalm measureSkorokhod embeddingunbiased shiftallocation rule

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (9)

Skorokhod embeddings for two-sided Markov chains ⋮ Transporting random measures on the line and embedding excursions into Brownian motion ⋮ Universality for persistence exponents of local times of self-similar processes with stationary increments ⋮ On a Solution to the Monge Transport Problem on the Real Line Arising from the Strictly Concave Case ⋮ Unnamed Item ⋮ Independence times for iid sequences, random walks and Lévy processes ⋮ Construction and characterization of stationary and mass-stationary random measures on \(\mathbb{R}^d\) ⋮ Shift–Coupling and Maximality ⋮ Optimal transport and Skorokhod embedding

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