Bass, Richard F. Skorokhod imbedding via stochastic integrals. (English) Zbl 0509.60080 Semin. de probabilites XVII, Proc. 1981/82, Lect. Notes Math. 986, 221-224 (1983). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 3 ReviewsCited in 9 Documents MSC: 60J65 Brownian motion 60H05 Stochastic integrals 60G44 Martingales with continuous parameter Keywords:Skorokhod imbedding; representation of martingales Citations:Zbl 0498.00003 PDF BibTeX XML Full Text: Numdam EuDML OpenURL