By A. M. G. Cox and G. Peskir

We present a constructive probabilistic proof of the fact that if B=(B_t)_{t \ge 0} is standard Brownian motion started at 0 and mu is a given probability measure on R such that mu({0})=0 then there exists a unique left-continuous increasing function b and a unique left-continuous decreasing function c such... Show more

January 17, 2013

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