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Reference.org
Skorokhod's embedding theorem
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<p>In <a href="/facts/Mathematics/pxTouaz4">mathematics</a> and <a href="/facts/Probability_theory/mFBn51rE">probability theory</a>, Skorokhod's embedding theorem is either or both of two <a href="/facts/Theorem/f2Pe1FMD">theorems</a> that allow one to regard any suitable collection of <a href="/facts/Random_variable/TwTBXnLT">random variables</a> as a <a href="/facts/Wiener_process/KPh7vYd7">Wiener process</a> (<a href="/facts/Brownian_motion/Th0g0wkr">Brownian motion</a>) evaluated at a collection of <a href="/facts/Stopping_time/D5R69WXt">stopping times</a>. Both results are named for the <a href="/facts/Ukraine/Qof0uqAj">Ukrainian</a> <a href="/facts/Mathematician/eaFSR8Fx">mathematician</a> <a href="/facts/Anatoliy_Skorokhod/boIrt8wI">A. V. Skorokhod</a>. </p>