A solution to Skorokhod's embedding for linear Brownian motion and its local time

Author: Roynette B.   Vallois P.  

Publisher: Akademiai Kiado

ISSN: 0081-6906

Source: Studia Scientiarum Mathematicarum Hungarica, Vol.39, Iss.1-2, 2002-12, pp. : 97-127

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Abstract