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scientific article; zbMATH DE number 1552488 - MaRDI portal

scientific article; zbMATH DE number 1552488

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Publication:4524744

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zbMath0967.60046MaRDI QIDQ4524744

Goran Peskir

Publication date: 30 August 2001

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Brownian motion stopping time Skorokhod embedding problem Azéma-Yor embedding non-recurrent diffusions

Mathematics Subject Classification ID

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

Related Items (2)

The Azéma-Yor embedding in non-singular diffusions. ⋮ Processes That Can Be Embedded in a Geometric Brownian Motion

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