V: 16, 170-176, LNM 191 (1971)
MEYER, Paul-André
Sur un article de Dubins (
Martingale theory)
Description of a Skorohod imbedding procedure for real valued r.v.'s due to Dubins (
Ann. Math. Stat.,
39, 1968), using a remarkable discrete approximation of measures. It does not use randomization
Comment: This beautiful method to realize Skorohod's imbedding is related to that of Chacon and Walsh in
1002. For a deeper study see Bretagnolle
802. A general survey on the Skorohod embedding problem is Ob\lój,
Probab. Surv. 1, 2004
Keywords: Skorohod imbeddingNature: Exposition
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