Pages that link to "Item:Q2348736"
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The following pages link to Finite, integrable and bounded time embeddings for diffusions (Q2348736):
Displaying 18 items.
- Numerical approximation of irregular SDEs via Skorokhod embeddings (Q289527) (← links)
- Skorokhod embeddings via stochastic flows on the space of Gaussian measures (Q330701) (← links)
- A Dubins type solution to the Skorokhod embedding problem (Q426682) (← links)
- From minimal embeddings to minimal diffusions (Q457779) (← links)
- Integrability of solutions of the Skorokhod embedding problem for diffusions (Q894139) (← links)
- The Skorokhod embedding problem for inhomogeneous diffusions (Q2227461) (← links)
- Two explicit Skorokhod embeddings for simple symmetric random walk (Q2274306) (← links)
- Stopping with expectation constraints: 3 points suffice (Q2316590) (← links)
- On Skorokhod embeddings and Poisson equations (Q2330463) (← links)
- An integral equation for Root's barrier and the generation of Brownian increments (Q2354891) (← links)
- PDE methods for optimal Skorokhod embeddings (Q2421278) (← links)
- On expected utility in optimal stopping of diffusions (Q2661572) (← links)
- Processes that can be embedded in a geometric Brownian motion (Q2811893) (← links)
- Skorokhod Embedding by Randomized Hitting Times (Q3972793) (← links)
- Embedding of random vectors into continuous martingales (Q4241765) (← links)
- Model-independent pricing with insider information: a skorokhod embedding approach (Q5022279) (← links)
- On the continuity of the root barrier (Q5081540) (← links)
- Almost-Invariant and Finite-Time Coherent Sets: Directionality, Duration, and Diffusion (Q5259676) (← links)
