Cox, A. M. G.; Hobson, D. G. - In: Stochastic Processes and their Applications 111 (2004) 1, pp. 17-39
Given a Brownian motion (Bt)t[greater-or-equal, slanted]0 and a general target law [mu] (not necessarily centered or even in ) we show how to construct an embedding of [mu] in B. This embedding is an extension of an embedding due to Perkins, and is optimal in the sense that it simultaneously...