Pages that link to "Item:Q2574635"
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The following pages link to An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale. (Q2574635):
Displaying 10 items.
- A class of remarkable submartingales (Q850029) (← links)
- An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes (Q875905) (← links)
- Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping (Q957523) (← links)
- Embedding in Brownian motion with drift and the Azéma-Yor construction (Q1613593) (← links)
- Some examples of Skorokhod embeddings obtained from the Azéma-Yor algorithm (Q1933590) (← links)
- Piecewise-tunneled captive processes and corridored random particle systems (Q2096923) (← links)
- Some contributions to the study of stochastic processes of the classes and (Q4584696) (← links)
- Captive diffusions and their applications to order-preserving dynamics (Q5161083) (← links)
- Captive jump processes for bounded random systems with discontinuous dynamics (Q6144132) (← links)
- From Loewner-captive Hermitian diffusions to risk-captive efficient frontiers (Q6665955) (← links)
