Minimal Root's embeddings for general starting and target distributions (Q2289795): Difference between revisions

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+.07803
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+Q3049602
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+Optimal transport and Skorokhod embedding
@@ Property / cites work: Optimal transport and Skorokhod embedding / rank @@
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+Q3935745
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+Potential Processes
@@ Property / cites work: Potential Processes / rank @@
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+Q4095636
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+Q3526638
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+Skorokhod embeddings, minimality and non-centred target distributions
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+The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach
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+Root's barrier: construction, optimality and applications to variance options
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+On a Theorem of Skorohod
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+Boundary conditions for the single-factor term structure equation
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs
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+The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
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+Diffusion processes and their sample paths.
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+Skorohod embedding of multivariate RV's, and the sample DF
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+Applied Probability
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+Stopping times on Brownian motion: Some properties of root's construction
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+On Embedding Right Continuous Martingales in Brownian Motion
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+The Skorokhod embedding problem and its offspring
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+The Azéma-Yor embedding in non-singular diffusions.
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+Q3746623
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+The Existence of Certain Stopping Times on Brownian Motion
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+The stopping distributions of a Markov process
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+Q3657166
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