Representacion de variables en el movimiento browniano con deriva

DOI10.1007/BF02864821zbMath0734.60082MaRDI QIDQ3361673

Lourdes Barba Escribá

Publication date: 1987

Published in: Trabajos de Estadistica (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/40496

zbMATH Keywords

martingalesBrownian motion with driftbarriersminimal stopping times

Mathematics Subject Classification ID

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

Cites Work

• Processes that can be embedded in Brownian motion
• On the Skorokhod representation approach to martingale invariance principles
• The Existence of Certain Stopping Times on Brownian Motion
• On a Theorem of Skorohod
• On Embedding Right Continuous Martingales in Brownian Motion
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