Skorokhod embeddings via stochastic flows on the space of Gaussian measures
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Publication:330701
DOI10.1214/15-AIHP682zbMath1350.60039OpenAlexW2502070174MaRDI QIDQ330701
Publication date: 26 October 2016
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aihp/1469723520
Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Stochastic integral equations (60H20)
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