Pages that link to "Item:Q5588941"

The following pages link to Stopping times on Brownian motion: Some properties of root's construction (Q5588941):

Displaying 24 items.

• Robust hedging of options on a leveraged exchange traded fund (Q670750) (← links)
• Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (Q744977) (← links)
• A counterexample to the Cantelli conjecture through the Skorokhod embedding problem (Q888527) (← links)
• Embedding laws in diffusions by functions of time (Q888534) (← links)
• Geometry of distribution-constrained optimal stopping problems (Q1626603) (← links)
• The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695) (← links)
• Monotonicity preserving transformations of MOT and SEP (Q1743337) (← links)
• Root's barrier: construction, optimality and applications to variance options (Q1950255) (← links)
• Embedding of Walsh Brownian motion (Q2021385) (← links)
• Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
• A dynamic programming approach to distribution-constrained optimal stopping (Q2170365) (← links)
• The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
• Minimal Root's embeddings for general starting and target distributions (Q2289795) (← links)
• An integral equation for Root's barrier and the generation of Brownian increments (Q2354891) (← links)
• Optimal transport and Skorokhod embedding (Q2356918) (← links)
• Monotone martingale transport plans and Skorokhod embedding (Q2402432) (← links)
• Representing a distribution by stopping a Brownian Motion: Root's construction (Q3739968) (← links)
• A convergence property of Dubins' representation of distributions (Q3794995) (← links)
• The Two-Sided Stefan Problem with a Spatially Dependent Latent Heat (Q3977227) (← links)
• On the embedding of processes in Brownian motion and the law of the iterated logarithm for reverse martingales (Q4746592) (← links)
• Shadow couplings (Q4992380) (← links)
• On the continuity of the root barrier (Q5081540) (← links)
• Using Additive Functionals to Embed Preassigned Distributions in Symmetric Stable Processes (Q5649174) (← links)
• The Stefan problem and free targets of optimal Brownian martingale transport (Q6590460) (← links)