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Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 2, Pages 366–369 (Mi tvp1170)  
This article is cited in 11 scientific papers (total in 11 papers)

Short Communications

Brownian motion Markovian stopping times with given laws

S. V. Anulova

Moscow
Full-text PDF (253 kB) Citations (11)
Abstract: Let $w_t$, $t\in[0,\infty)$, be the Brownian motion. For any probability law $\mu$ on $(0,\infty]$, there exists a subset $B$ of $[-\infty,\infty]\times(0,\infty]$ such that the distribution of the stopping time
$$ \tau=\inf\{t>0:(w_t,t)\in B\} $$
coincides with $\mu$.
Received: 28.09.1977
English version:
Theory of Probability and its Applications, 1981, Volume 25, Issue 2, Pages 362–366
DOI: https://doi.org/10.1137/1125045
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: S. V. Anulova, “Brownian motion Markovian stopping times with given laws”, Teor. Veroyatnost. i Primenen., 25:2 (1980), 366–369; Theory Probab. Appl., 25:2 (1981), 362–366
Citation in format AMSBIB
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\by S.~V.~Anulova
\paper Brownian motion Markovian stopping times with given laws
\jour Teor. Veroyatnost. i Primenen.
\yr 1980
\vol 25
\issue 2
\pages 366--369
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=572570}
\zmath{https://zbmath.org/?q=an:0456.60081|0432.60095}
\transl
\jour Theory Probab. Appl.
\yr 1981
\vol 25
\issue 2
\pages 362--366
\crossref{https://doi.org/10.1137/1125045}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1980LU72000013}
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  • https://www.mathnet.ru/eng/tvp/v25/i2/p366
    • This publication is cited in the following 11 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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