Skorokhod stopping times of minimal variance
Séminaire de probabilités de Strasbourg, Tome 10 (1976), p. 194-208
@article{SPS_1976__10__194_0,
     author = {Rost, Hermann},
     title = {Skorokhod stopping times of minimal variance},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {10},
     year = {1976},
     pages = {194-208},
     zbl = {0339.60042},
     mrnumber = {445600},
     language = {en},
     url = {http://www.numdam.org/item/SPS_1976__10__194_0}
}
Rost, Hermann. Skorokhod stopping times of minimal variance. Séminaire de probabilités de Strasbourg, Tome 10 (1976) pp. 194-208. http://www.numdam.org/item/SPS_1976__10__194_0/

[1] Dinges, H.: Stopping sequences. Séminaire de Probabilités VIII, 27-36. Lecture Notes in Mathematics 381: Berlin-Heidelberg New York 1974. | Numdam | MR 383552 | Zbl 0287.60054

[2] Kiefer, J.: Skorokhod imbedding of multivariate RV's and the sample DF. Z.Wahrscheinlichkeitstheorie 24, 1-35 (1972). | MR 341636 | Zbl 0267.60034

[3] Loynes, R.M.: Stopping times of Brownian motion : some roperties of Root's construction. Z.Wahrscheinlichkeitstheorie 16, 211-218 (1970). | MR 292170 | Zbl 0193.45701

[4] Meyer, P.A.: Le schéma de remplissage en temps continu. Séminaire de Probabilités VI, 130-150. Lecture Notes in Mathematics 258 : Berlin-Heidelberg-New York 1972. | Numdam | MR 402946 | Zbl 0231.60062

[5] Root, D.H.: On the existence of certain stopping times on Brownian motion. Annals math. Statistics 40, 715-718 (1969). | MR 238394 | Zbl 0174.21902

[6] Rost, H.: The stopping distributions of a Markov process. Inventiones math. 14, 1-16 (1971). | MR 346920 | Zbl 0225.60025