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An optimal Skorokhod embedding for diffusions - MaRDI portal

An optimal Skorokhod embedding for diffusions (Q2485750)

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An optimal Skorokhod embedding for diffusions
scientific article

    Statements

    title
    An optimal Skorokhod embedding for diffusions (English)
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    publication date
    5 August 2005
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    zbMATH Keywords
    Brownian motion
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    Embedding
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    \(H^p\)-embedding
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    Stopping time
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    Skorokhod problem
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    Identifiers

    Mathematics Subject Classification ID
    60J60
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    60J65
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    60G44
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    zbMATH DE Number
    2192490
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    OpenAlex ID
    W2086950044
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    arXiv ID
    math/0212174
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