An explicit solution to the Skorokhod embedding problem for double exponential increments (Q2197632)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An explicit solution to the Skorokhod embedding problem for double exponential increments |
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An explicit solution to the Skorokhod embedding problem for double exponential increments (English)
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1 September 2020
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Brownian motion
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Skorokhod embedding problem
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Poisson process
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uniform transport process
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strong convergence
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rate of convergence
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