A conformal Skorokhod embedding

DOI10.1214/19-ECP272zbMath1450.60032arXiv1905.00852OpenAlexW2982985836MaRDI QIDQ2279083

Renan Gross

Publication date: 12 December 2019

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.00852

zbMATH Keywords

conformal mappingSkorokhod embeddingStopping timesmartingales with continuous parametersdomain-free Riemann mapping

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Power series (including lacunary series) in one complex variable (30B10)

Related Items (5)

Remarks on Gross' technique for obtaining a conformal Skorohod embedding of planar Brownian motion ⋮ A new solution to the conformal Skorokhod embedding problem and applications to the Dirichlet eigenvalue problem ⋮ A note on invariance of the Cauchy and related distributions ⋮ On the finiteness of moments of the exit time of planar Brownian motion from comb domains ⋮ Conformal Skorokhod embeddings and related extremal problems

Cites Work

• Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs
• The Skorokhod embedding problem and its offspring
• Brownian motion and the fundamental frequency of a drum
• On convergence and growth of partial sums of Fourier series
• The Existence of Certain Stopping Times on Brownian Motion
• Brownian Motion
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