An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale - Concepedia

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An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale

22

Citations

10

References

2003

Year

Jan Obłój, Marc Yor

Stochastic Processes and their Applications

EngineeringBrownian ExcursionsStochastic ProcessesStatistical InferenceProbability TheoryBrownian MotionLevy ProcessPoisson BoundaryStochastic GeometryStatisticsAzéma MartingaleExplicit Skorokhod

References

	Year	Citations

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