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Line 1: In [[mathematics]] and [[probability theory]], '''Skorokhod's embedding theorem''' is either or both of two [[theorem]]s that allow one to regard any suitable collection of [[random variable]]s as a [[Wiener process]] ([[Brownian motion]]) evaluated at a collection of [[stopping time]]s. Both results are named for the [[Ukraine\|Ukrainian]] [[mathematician]] [[Anatoliy Skorokhod\|A. V. Skorokhod]]. ==Skorokhod's first embedding theorem==

Skorokhod's embedding theorem: Difference between revisions