SKOROKHOD EMBEDDINGS IN BOUNDED TIME (Q3173984): Difference between revisions
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Property / cites work: A BSDE APPROACH TO THE SKOROKHOD EMBEDDING PROBLEM FOR THE BROWNIAN MOTION WITH DRIFT / rank | |||
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Property / cites work: Stochastic Processes / rank | |||
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Property / cites work: Q5624436 / rank | |||
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Property / cites work: The Skorokhod embedding problem and its offspring / rank | |||
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Latest revision as of 12:59, 4 July 2024
scientific article
Language | Label | Description | Also known as |
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English | SKOROKHOD EMBEDDINGS IN BOUNDED TIME |
scientific article |
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SKOROKHOD EMBEDDINGS IN BOUNDED TIME (English)
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11 October 2011
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Skorokhod embedding problem
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Brownian motion
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BSDE
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Nash equilibrium
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