**MSC:**- 60G44 Martingales with continuous parameter
- 60J65 Brownian motion, See also {58G32}

square integrable random variable $X$ there is a Brownian motion

and a stopping time $\tau$ such that $X$ and $B_\tau$ have the

same distribution. Meanwhile there exist a series of different,

elegant proofs of this so-called Skorohod embedding (cf. [1], [2], [4], [11] and

[5]). This embedding gives the possibility to measure the

closeness of the distribution of $X$ to a normal distribution

$\nu_{0,s}$.