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Stopping times on Brownian motion: Some properties of Root’s construction. (English) Zbl 0193.45701


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[1] Breiman, L., Probability theory (1968), Reading: Addison-Wesley, Reading · Zbl 0174.48801
[2] Burkholder, D.L., Gundy, R.F.: Extrapolation and interpolation of quasi-linear operators on martingales. (To be published.) · Zbl 0223.60022
[3] Dubins, L., On a theorem of Skorokhod, Ann. math. Statistics, 39, 2094-2097 (1968) · Zbl 0185.45103
[4] Loève, Michel, Probability theory (1963), Princeton: Van Nostrand, Princeton · Zbl 1368.60005
[5] Root, D. H.: The existence of certain stopping times on Brownian motion. Technical report no. 15, Dept. of Mathematics, University of Washington. · Zbl 0174.21902
[6] Root, D. H., The existence of certain stopping times on Brownian motion, Ann. math. Statistics, 40, 715-718 (1969) · Zbl 0174.21902
[7] Skorokhod, A., Studies in the theory of random processes (1965), Reading: Addison-Wesley, Reading · Zbl 0146.37701
[8] Strassen, Volker.: Almost sure behavior of sums of independent random variables and martingales. Proc. 5th Berkeley Sympos. math. Statist. Probab. 2(1), 315-343 · Zbl 0201.49903
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