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The Skorokhod embedding problem is to represent a given probability as the distribution of Brownian motion at a chosen stopping time.
Issledovaniya po teorii sluchainykh protsessov (Stokhasticheskie differentsialnye uravneniya i predelnye teoremy dlya protsessov Markova)
A. V. Skorohod · 1961
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Studies in the theory of random processes
A. V. Skorokhod · 1965
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Existence du processus croissant naturel associé à un potentiel de la classe (d)
C. Doléans · 1968
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The existence of certain stopping times on Brownian motion
D. H. Root · 1969
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Stopping times on Brownian motion: Some properties of Root’s construction
R. M. Loynes · 1970
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The stopping distributions of a Markov Process
H. Rost · 1971
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Skorohod embedding of multivariate RV’s, and the sample DF
J. Kiefer · 1972
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On embedding right continuous martingales in Brownian motion
I. Monroe · 1972
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Skorokhod stopping times of minimal variance
H. Rost · 1976
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Compactness of stopping times
J. R. Baxter and R. V. Chacon · 1977
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Probabilities and potential
C. Dellacherie and P.-A. Meyer · 1978
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Convergence faible et compacité des temps d’arrêt, d’après baxter et chacon
P.-A. Meyer · 1978
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Une solution simple au problème de Skorokhod
J. Azéma and M. Yor · 1979
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The distribution of Brownian motion in 𝐑 n {\bf R}^{n} at a natural stopping time
N. Falkner · 1981
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Probabilities and potential. B
C. Dellacherie and P.-A. Meyer · 1982
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Le probleme de Skorokhod sur ℝ \mathbb{R} : une approche avec le temps local
P. Vallois · 1983
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On the optimal mapping of distributions
M. Knott and C. S. Smith · 1984
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Mathematical theory of statistics
H. Strasser · 1985
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The Cereteli-Davis solution to the H 1 H^{1} -embedding problem and an optimal embedding in Brownian motion
E. Perkins · 1986
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Doob’s inequalities revisited: A maximal h 1 h^{1} -embedding
S. Jacka · 1988
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Fréchet-bounds and their applications
L. Rüschendorf · 1991
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F. Delbaen and W. Schachermayer · 1994
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A. S. Kechris · 1995
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L. Rüschendorf · 1995
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D. R. Adams and L. I. Hedberg · 1996
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F. Hirsch, C. Profeta, B. Roynette, and M. Yor · 2011
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D. Hobson · 2011
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A trajectorial interpretation of doob’s martingale inequalities
B. Acciaio, M. Beiglböck, F. Penkner, W. Schachermayer, and J. Temme · 2013
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M. Beiglböck, P. Henry-Labordère, and F. Penkner · 2013
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L. C. G. Rogers and D. Williams · 2000
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