A remark on the skorohod representation

DOI10.1007/BF00536691zbMath0226.60068OpenAlexW2076725434MaRDI QIDQ5633377

Stanley A. Sawyer

Publication date: 1972

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00536691

Mathematics Subject Classification ID

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

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Cites Work

• On the tail behavior of sums of independent random variables
• Martingale Integrals
• The Existence of Certain Stopping Times on Brownian Motion
• On a Theorem of Skorohod
• On Wald's equations in continuous time
• A uniform rate of convergence for the maximum absolute value of partial sums in probability
• On rates of convergence for the invariance principle
• Rates of Convergence for Some Functionals in Probability
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