Embedding of random vectors into continuous martingales

DOI10.4064/SM-134-3-251-268zbMath0924.60017OpenAlexW807563638MaRDI QIDQ4241765

Egbert Dettweiler

Publication date: 7 November 1999

Published in: Studia Mathematica (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/216637

zbMATH Keywords

Brownian motionstopping timeSkorokhod embedding

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Probability theory on linear topological spaces (60B11)

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