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XVII: 24, 221-224, LNM 986 (1983)

**BASS, Richard F.**

Skorohod imbedding via stochastic integrals (Brownian motion)

A centered probability $\mu$ on $\bf R$ is the law of $g(X_1)$, for a suitable function $g$ and $(X_t,\ t\le 1)$ a Brownian motion. The martingale with terminal value $g(X_1)$ is a time change $(T(t), \ t\le1)$ of a Brownian motion $\beta$; it is shown that $T(1)$ is a stopping time for $\beta$, thus showing the Skorohod embedding for $\mu$

Comment: A general survey on the Skorohod embedding problem is Ob\lój,*Probab. Surv.* **1**, 2004

Keywords: Skorohod imbedding

Nature: Original

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XVIII: 02, 29-41, LNM 1059 (1984)

**BASS, Richard F.**

Markov processes and convex minorants

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XXI: 12, 206-217, LNM 1247 (1987)

**BASS, Richard F.**

$L_p$ inequalities for functionals of Brownian motion

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XXIII: 35, 421-425, LNM 1372 (1989)

**BASS, Richard F.**

Using stochastic comparison to estimate Green's functions

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XXIV: 02, 15-40, LNM 1426 (1990)

**BASS, Richard F.**

A probabilistic approach to the boundedness of singular integral operators

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XXVI: 01, 1-10, LNM 1526 (1992)

**BASS, Richard F.**; **KHOSHNEVISAN, Davar**

Stochastic calculus and the continuity of local times of Lévy processes

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XXXV: 14, 195-201, LNM 1755 (2001)

**BASS, Richard F.**; **PERKINS, Edwin A.**

On the martingale problem for super-Brownian motion

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XXXVI: 11, 302-313, LNM 1801 (2003)

**BASS, Richard F.**

Stochastic differential equations driven by symmetric stable processes

Skorohod imbedding via stochastic integrals (Brownian motion)

A centered probability $\mu$ on $\bf R$ is the law of $g(X_1)$, for a suitable function $g$ and $(X_t,\ t\le 1)$ a Brownian motion. The martingale with terminal value $g(X_1)$ is a time change $(T(t), \ t\le1)$ of a Brownian motion $\beta$; it is shown that $T(1)$ is a stopping time for $\beta$, thus showing the Skorohod embedding for $\mu$

Comment: A general survey on the Skorohod embedding problem is Ob\lój,

Keywords: Skorohod imbedding

Nature: Original

Retrieve article from Numdam

XVIII: 02, 29-41, LNM 1059 (1984)

Markov processes and convex minorants

Retrieve article from Numdam

XXI: 12, 206-217, LNM 1247 (1987)

$L_p$ inequalities for functionals of Brownian motion

Retrieve article from Numdam

XXIII: 35, 421-425, LNM 1372 (1989)

Using stochastic comparison to estimate Green's functions

Retrieve article from Numdam

XXIV: 02, 15-40, LNM 1426 (1990)

A probabilistic approach to the boundedness of singular integral operators

Retrieve article from Numdam

XXVI: 01, 1-10, LNM 1526 (1992)

Stochastic calculus and the continuity of local times of Lévy processes

Retrieve article from Numdam

XXXV: 14, 195-201, LNM 1755 (2001)

On the martingale problem for super-Brownian motion

Retrieve article from Numdam

XXXVI: 11, 302-313, LNM 1801 (2003)

Stochastic differential equations driven by symmetric stable processes