Stopping times on Brownian motion: Some properties of root's construction

Author:

Loynes R. M.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Reference8 articles.

1. Breiman, L.: Probability theory. Reading: Addison-Wesley 1968.

2. Burkholder, D.L., Gundy, R.F.: Extrapolation and interpolation of quasi-linear operators on martingales. (To be published.)

3. Dubins, L.: On a theorem of Skorokhod. Ann. math. Statistics 39, 2094?2097 (1968).

4. Loève, Michel: Probability theory (3rd edition). Princeton: Van Nostrand 1963.

5. Root, D. H.: The existence of certain stopping times on Brownian motion. Technical report no. 15, Dept. of Mathematics, University of Washington.

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