Skorokhod embeddings, minimality and non-centred target distributions
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Analysis
Link
http://link.springer.com/content/pdf/10.1007/s00440-005-0467-y.pdf
Reference20 articles.
1. Azéma, J., Yor, M.: Une solution simple au problème de Skorokhod Séminaire de Probabilités XIII (Univ. Strasbourg Strasbourg 1977/78) Lecture Notes in Math. 721, Springer, Berlin, 1979a, pp. 90–115
2. Azéma, J., Yor, M.: Le problème de Skorokhod: compléments à ``Une solution simple au problème de Skorokhod'' Séminaire de Probabilités XIII (Univ. Strasbourg Strasbourg 1977/78) Lecture Notes in Math. 721, Springer, Berlin, 1979b, pp. 625–633
3. Bertoin, J., Le Jan, Y.: Representation of measures by balayage from a regular recurrent point Ann. Probab. 20 (1), 538–548 (1992)
4. Chacon, R.V., Walsh, J.B.: One-dimensional potential embedding Séminaire de Probabilités X (Prèmiere partie Univ. Strasbourg Strasbourg année universitaire 1974/1975) Lecture Notes in Math. 511, Springer, Berlin, 1976, pp. 19–23
5. Cox, A.M.G., Hobson, D.G.: An optimal embedding for diffusions. Stochastic Process. Appl. 111 (1), 17–39 (2004)
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