Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 2, pp. 366-369
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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/
@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/}
}
TY - JOUR
AU - S. V. Anulova
TI - Brownian motion Markovian stopping times with given laws
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1980
SP - 366
EP - 369
VL - 25
IS - 2
UR - http://geodesic.mathdoc.fr/item/TVP_1980_25_2_a12/
LA - ru
ID - TVP_1980_25_2_a12
ER -
%0 Journal Article
%A S. V. Anulova
%T Brownian motion Markovian stopping times with given laws
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1980
%P 366-369
%V 25
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1980_25_2_a12/
%G ru
%F TVP_1980_25_2_a12
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 $\mu$.
