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Skorokhod imbedding via stochastic integrals. (English) Zbl 0509.60080

Semin. de probabilites XVII, Proc. 1981/82, Lect. Notes Math. 986, 221-224 (1983).

MSC:

60J65 Brownian motion
60H05 Stochastic integrals
60G44 Martingales with continuous parameter

Citations:

Zbl 0498.00003
Full Text: Numdam EuDML