The Azéma-Yor embedding in non-singular diffusions

Stochastic Processes and their Applications

Volumn 96, Issue 2, 2001, Pages 305-312

  Pedersen, J L ^a   Peskir, G ^b  

^a ETH ZURICH   (Switzerland)

^b AARHUS UNIVERSITY   (Denmark)

Author keywords

60G44; 60J60; Az ma Yor embedding; Barycentre function; Maximum minimum process; Non recurrent; Non singular diffusion; Primary 60G40; Secondary 60J65; The Skorokhod embedding problem; Time change

Indexed keywords

EID: 0041334092     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(01)00120-X     Document Type: Article

References (19)

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