A connection of the Brascamp-Lieb inequality with Skorokhod embedding

DOI10.1214/ECP.v19-3025zbMath1298.82027arXiv1309.2727MaRDI QIDQ457820

Yuu Hariya

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/1309.2727

zbMATH Keywords

Skorokhod embeddingItô-Tanaka formulaBrascamp-Lieb inequality

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

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