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5 matches found
XVI: 35, 392-399, LNM 920 (1982)
MEILIJSON, Isaac
There exists no ultimate solution to Skorokhod's problem
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XVII: 25, 225-226, LNM 986 (1983)
MEILIJSON, Isaac
On the Azéma-Yor stopping time (Brownian motion)
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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XVII: 27, 240-242, LNM 986 (1983)
HOLEWIJN, Petrus Johannes; MEILIJSON, Isaac
Note on the central limit theorem for stationary processes
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XXII: 22, 214-216, LNM 1321 (1988)
GILAT, David; MEILIJSON, Isaac
A simple proof of a theorem of Blackwell and Dubins on the maximum of a uniformly integrable martingale
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XXXVII: 05, 94-108, LNM 1832 (2003)
MEILIJSON, Isaac
The time to a given drawdown in Brownian motion