Ultimateness and the Azéma-Yor stopping time
van der Vecht, D. P.
Séminaire de probabilités de Strasbourg, Tome 20 (1986), p. 375-378 / Harvested from Numdam
Access to full text
Full (PDF)
Full (DJVU)
Publié le : 1986-01-01
@article{SPS_1986__20__375_0,
     author = {van der Vecht, D. P.},
     title = {Ultimateness and the Az\'ema-Yor stopping time},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     volume = {20},
     year = {1986},
     pages = {375-378},
     mrnumber = {942032},
     zbl = {0624.60089},
     language = {en},
     url = {http://dml.mathdoc.fr/item/SPS_1986__20__375_0}
}

van der Vecht, D. P. Ultimateness and the Azéma-Yor stopping time. Séminaire de probabilités de Strasbourg, Tome 20 (1986) pp. 375-378. http://gdmltest.u-ga.fr/item/SPS_1986__20__375_0/

[1] J. Azema et M. Yor, a. Une solution simple au problème de Skorokhod. b. Le problème de Skorokhod: compléments à l'exposé précédent. Sem. Prob. XIII, Lecture Notes in Math. 721, 1977/78. | Numdam | Numdam | MR 544782 | Zbl 0414.60056

[2] N. Falkner, On Skorokhod embedding in n-dimensional Brownian Motion by means of natural stopping times. Sem. Prob. XIV, Lecture Notes in Math. 784, 1980. | Numdam | MR 580142 | Zbl 0422.60060

[3] I. Meilijson, There exists no ultimate solution to Skorokhod's problem. Sem. Prob. XVI, Lecture Notes in Math. 920, 1980/81. | Numdam | MR 658701 | Zbl 0476.60045