Facts
Citation
URLhttps://en.wikipedia.org/wiki/Skorokhod%27s_embedding_theorem
Sources
Skorokhod's embedding theorem (Wikipedia)
Lead sectionQuote, Lead section
In mathematics and probability theory, Skorokhod's embedding theorem is either or both of two theorems that allow one to regard any suitable collection of random variables as a Wiener process (Brownian motion) evaluated at a collection of stopping times.
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- Theorems, 5 claims: 2 well-attested, 2 holds, 1 general references.
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