From minimal embeddings to minimal diffusions

DOI10.1214/ECP.V19-2889zbMath1312.60093arXiv1306.2873OpenAlexW2134146782MaRDI QIDQ457779

Martin Klimmek, Alexander Matthew Gordon Cox

Publication date: 29 September 2014

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

Full work available at URL: https://arxiv.org/abs/1306.2873

zbMATH Keywords

minimalitydiffusionslocal timelocal martingalesSkorokhod embedding problem

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Diffusion processes (60J60) Local time and additive functionals (60J55)

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