A Dubins type solution to the Skorokhod embedding problem (Q426682)
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scientific article; zbMATH DE number 6045355
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Dubins type solution to the Skorokhod embedding problem |
scientific article; zbMATH DE number 6045355 |
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A Dubins type solution to the Skorokhod embedding problem (English)
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11 June 2012
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Skorokhod embedding problem
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quantization
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stopping time
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Brownian motion
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