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Skorokhod stopping times of minimal variance

Première Partie: EXPOSES 1974/1975

Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 511)

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References

  1. Dinges, H.: Stopping sequences. Séminaire de Probabilités VIII, 27–36. Lecture Notes in Mathematics 381: Berlin-Heidelberg New York 1974.

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  2. Kiefer, J.: Skorokhod imbedding of multivariate RV's and the sample DF. Z. Wahrscheinlichkeitstheorie 24, 1–35 (1972).

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  3. Loynes, R.M.: Stopping times of Brownian motion: some roperties of Root's construction. Z. Wahrscheinlichkeitstheorie 16, 211–218 (1970).

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  4. Meyer, P.A.: Le schéma de remplissage en temps continu. Séminaire de Probabilités VI, 130–150. Lecture Notes in Mathematics 258: Berlin-Heidelberg-New York 1972.

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  5. Root, D.H.: On the existence of certain stopping times on brownian motion. Annals math. Statistics 40, 715–718 (1969).

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  6. Rost, H.: The stopping distributions of a Markov process. Inventiones math. 14, 1–16 (1971).

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© 1976 Springer-Verlag

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Rost, H. (1976). Skorokhod stopping times of minimal variance. In: Meyer, P.A. (eds) Séminaire de Probabilités X Université de Strasbourg. Lecture Notes in Mathematics, vol 511. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0101107

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  • DOI: https://doi.org/10.1007/BFb0101107

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-07681-0

  • Online ISBN: 978-3-540-38197-6

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