Geodesic
Brownian motion Markovian stopping times with given laws
Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 2, pp. 366-369 Cet article a éte moissonné depuis la source Math-Net.Ru

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Let $w_t$, $t\in[0,\infty)$, be the Brownian motion. For any probability law $\mu$ on $(0,\infty]$, there exists a subset $B$ of $[-\infty,\infty]\times(0,\infty]$ such that the distribution of the stopping time $$ \tau=\inf\{t>0:(w_t,t)\in B\} $$ coincides with $\mu$. 
@article{TVP_1980_25_2_a12,
     author = {S. V. Anulova},
     title = {Brownian motion {Markovian} stopping times with given laws},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {366--369},
     year = {1980},
     volume = {25},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1980_25_2_a12/}
}
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S. V. Anulova. Brownian motion Markovian stopping times with given laws. Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 2, pp. 366-369. http://geodesic.mathdoc.fr/item/TVP_1980_25_2_a12/