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Optimal Brownian Stopping When the Source and Target Are Radially Symmetric Distributions - MaRDI portal

Optimal Brownian Stopping When the Source and Target Are Radially Symmetric Distributions (Q5130894)

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scientific article; zbMATH DE number 7268414
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Optimal Brownian Stopping When the Source and Target Are Radially Symmetric Distributions
scientific article; zbMATH DE number 7268414

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    Optimal Brownian Stopping When the Source and Target Are Radially Symmetric Distributions (English)
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    29 October 2020
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    subharmonic martingale optimal transport
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    Skorokhod embedding
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    monotonicity
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    radial symmetry
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