Skorokhod imbedding via stochastic integrals
Author:
Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/BFb0068318
Reference3 articles.
1. J.M.C. Clark, The Representation of Functionals of Brownian Motion by Stochastic Integrals, Ann. Math. Stat 41 (1970) 1282–1295.
2. Lec. Notes in Math.;M.P. Yershov,1973
3. K. Yosida, Lectures on Differential and Integral Equations, Interscience, New York, 1960.
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