Pages that link to "Item:Q2421278"
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The following pages link to PDE methods for optimal Skorokhod embeddings (Q2421278):
Displaying 14 items.
- Numerical approximation of irregular SDEs via Skorokhod embeddings (Q289527) (← links)
- Statistical Skorohod embedding problem: optimality and asymptotic normality (Q491725) (← links)
- An FBSDE approach to the Skorokhod embedding problem for Gaussian processes with non-linear drift (Q907967) (← links)
- Discretisation and duality of optimal Skorokhod embedding problems (Q2000151) (← links)
- A free boundary characterisation of the root barrier for Markov processes (Q2032420) (← links)
- A solution to the Monge transport problem for Brownian martingales (Q2039418) (← links)
- Stochastic optimal transport with free end time (Q2041815) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- Optimal transport and Skorokhod embedding (Q2356918) (← links)
- An optimal Skorokhod embedding for diffusions (Q2485750) (← links)
- Optimal Skorokhod embedding under finitely many marginal constraints (Q2818217) (← links)
- Optimal stopping of stochastic transport minimizing submartingale costs (Q3382260) (← links)
- Backward and forward Wasserstein projections in stochastic order (Q6184578) (← links)
- The Stefan problem and free targets of optimal Brownian martingale transport (Q6590460) (← links)