XIV: 40, 357-391, LNM 784 (1980)
FALKNER, Neil
On Skorohod embedding in $n$-dimensional Brownian motion by means of natural stopping times (
Brownian motion,
Potential theory)
The problem discussed here is the Skorohod representation of a measure $\nu$ as the distribution of $B_T$, where $(B_t)$ is Brownian motion in $
R^n$ with the initial measure $\mu$, and $T$ is a
non-randomized stopping time. The conditions given are sufficient in all cases, necessary if $\mu$ does not charge polar sets
Comment: A general survey on the Skorohod embedding problem is Ob\lój,
Probab. Surv. 1, 2004
Keywords: Skorohod imbeddingNature: Original
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