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Strong Markov Property, Skorokhod Embedding, and Donsker’s Invariance Principle

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Abstract

This chapter ties together a number of the topics introduced in the text via applications to the further analysis of Brownian motion, a fundamentally important stochastic process whose existence was established in ChapterIX.

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Notes

  1. 1.

    The proof of the equivalence of (11.10) and that of Definition11.7 for processes with continuous sample paths may be found in Stroock and Varadahn (1980), p. 30.

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Authors and Affiliations

  1. Department of Mathematics, University of Arizona, Tucson, AZ, USA

    Rabi Bhattacharya

  2. Department of Mathematics, Oregon State Univeristy, Corvallis, OR, USA

    Edward C. Waymire

Authors
  1. Rabi Bhattacharya
  2. Edward C. Waymire

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Correspondence toRabi Bhattacharya.

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© 2016 Springer International Publishing AG

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Bhattacharya, R., Waymire, E.C. (2016). Strong Markov Property, Skorokhod Embedding, and Donsker’s Invariance Principle. In: A Basic Course in Probability Theory. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-319-47974-3_11

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JPY 8007
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