Representing a distribution by stopping a Brownian Motion: Root's construction

DOI10.1017/S0004972700010315zbMath0603.60037OpenAlexW1969902587MaRDI QIDQ3739968

Shey Shiung Sheu

Publication date: 1986

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0004972700010315

zbMATH Keywords

hitting timestopping timesbarriersachievable random variablesconditions for the existence of a barrier

Mathematics Subject Classification ID

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

Cites Work

• Distribution function inequalities for martingales
• The Existence of Certain Stopping Times on Brownian Motion
• On a Theorem of Skorohod
• Stopping times on Brownian motion: Some properties of root's construction

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