Using Additive Functionals to Embed Preassigned Distributions in Symmetric Stable Processes

DOI10.2307/1995712zbMath0238.60033OpenAlexW4248058519MaRDI QIDQ5649174

Itrel Monroe

Publication date: 1972

Full work available at URL: https://doi.org/10.2307/1995712

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Local time and additive functionals (60J55)

Related Items

Feynman–Kac theorems for generalized diffusions, Can time-homogeneous diffusions produce any distribution?, Unbiased shifts of Brownian motion, Time homogeneous diffusion with drift and killing to meet a given marginal, On Skorokhod embeddings and Poisson equations

Cites Work

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• Continuous additive functionals of a Markov process with applications to processes with independent increments
• On Certain Onto Maps
• On a Theorem of Skorohod
• Stopping times on Brownian motion: Some properties of root's construction
• On the Distribution of First Hits for the Symmetric Stable Processes