A free boundary characterisation of the root barrier for Markov processes (Q2032420): Difference between revisions

@@ Property / arXiv ID @@
+.13174
@@ Property / arXiv ID: 1905.13174 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3355178
@@ Property / cites work: Q3355178 / rank @@
+Normal rank
@@ Property / cites work @@
+Free Boundary Regularity in the Parabolic Fractional Obstacle Problem
+Normal rank
@@ Property / cites work @@
+Optimal transport and Skorokhod embedding
@@ Property / cites work: Optimal transport and Skorokhod embedding / rank @@
+Normal rank
@@ Property / cites work @@
+The geometry of multi-marginal Skorokhod embedding
+Normal rank
@@ Property / cites work @@
+Monotone martingale transport plans and Skorokhod embedding
+Normal rank
@@ Property / cites work @@
+Complete duality for martingale optimal transport on the line
+Normal rank
@@ Property / cites work @@
+Q4223075
@@ Property / cites work: Q4223075 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996311
@@ Property / cites work: Q3996311 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3038325
@@ Property / cites work: Q3038325 / rank @@
+Normal rank
@@ Property / cites work @@
+Some Theorems on Stable Processes
@@ Property / cites work: Some Theorems on Stable Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q3107282
@@ Property / cites work: Q3107282 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Distribution of First Hits for the Symmetric Stable Processes
+Normal rank
@@ Property / cites work @@
+Subharmonic functions on Carnot groups
@@ Property / cites work: Subharmonic functions on Carnot groups / rank @@
+Normal rank
@@ Property / cites work @@
+Obstacle problems for integro-differential operators: regularity of solutions and free boundaries
+Normal rank
@@ Property / cites work @@
+Upper bounds for symmetric Markov transition functions
+Normal rank
@@ Property / cites work @@
+Markov Processes, Brownian Motion, and Time Symmetry
+Normal rank
@@ Property / cites work @@
+Embedding laws in diffusions by functions of time
@@ Property / cites work: Embedding laws in diffusions by functions of time / rank @@
+Normal rank
@@ Property / cites work @@
+A unifying class of Skorokhod embeddings: connecting the Azéma-Yor and Vallois embeddings
+Normal rank
@@ Property / cites work @@
+The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach
+Normal rank
@@ Property / cites work @@
+Root's barrier: construction, optimality and applications to variance options
+Normal rank
@@ Property / cites work @@
+From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding
+Normal rank
@@ Property / cites work @@
+Q5512463
@@ Property / cites work: Q5512463 / rank @@
+Normal rank
@@ Property / cites work @@
+On Skorokhod embeddings and Poisson equations
@@ Property / cites work: On Skorokhod embeddings and Poisson equations / rank @@
+Normal rank
@@ Property / cites work @@
+Q5342182
@@ Property / cites work: Q5342182 / rank @@
+Normal rank
@@ Property / cites work @@
+The distribution of Brownian motion in \(R^ n\) at a natural stopping time
+Normal rank
@@ Property / cites work @@
+Stopped distributions for Markov processes in duality
+Normal rank
@@ Property / cites work @@
+Stopping distributions for right processes
@@ Property / cites work: Stopping distributions for right processes / rank @@
+Normal rank
@@ Property / cites work @@
+An integral equation for Root's barrier and the generation of Brownian increments
+Normal rank
@@ Property / cites work @@
+Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs
+Normal rank
@@ Property / cites work @@
+Least action principle, heat propagation and subelliptic estimates on certain nilpotent groups
+Normal rank
@@ Property / cites work @@
+Excursions of dual processes
@@ Property / cites work: Excursions of dual processes / rank @@
+Normal rank
@@ Property / cites work @@
+PDE methods for optimal Skorokhod embeddings
@@ Property / cites work: PDE methods for optimal Skorokhod embeddings / rank @@
+Normal rank
@@ Property / cites work @@
+On the Monotonicity Principle of Optimal Skorokhod Embedding Problem
+Normal rank
@@ Property / cites work @@
+Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints
+Normal rank
@@ Property / cites work @@
+On the Infinitesimal Generators of Integral Convolutions
+Normal rank
@@ Property / cites work @@
+The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
+Normal rank
@@ Property / cites work @@
+Hypoelliptic second order differential equations
@@ Property / cites work: Hypoelliptic second order differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous dependence estimates for viscosity solutions of integro-PDEs
+Normal rank
@@ Property / cites work @@
+Q3905599
@@ Property / cites work: Q3905599 / rank @@
+Normal rank
@@ Property / cites work @@
+Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity
+Normal rank
@@ Property / cites work @@
+Potentials of Stable Processes
@@ Property / cites work: Potentials of Stable Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q5807209
@@ Property / cites work: Q5807209 / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to the theory of (non-symmetric) Dirichlet forms
+Normal rank
@@ Property / cites work @@
+Exponential functionals of Brownian motion. I: Probability laws at fixed time
+Normal rank
@@ Property / cites work @@
+The Skorokhod embedding problem and its offspring
@@ Property / cites work: The Skorokhod embedding problem and its offspring / rank @@
+Normal rank
@@ Property / cites work @@
+Q2901902
@@ Property / cites work: Q2901902 / rank @@
+Normal rank
@@ Property / cites work @@
+On the existence of smooth densities for jump processes
+Normal rank
@@ Property / cites work @@
+Q5709396
@@ Property / cites work: Q5709396 / rank @@
+Normal rank
@@ Property / cites work @@
+Mesures Associees Aux Fonctionnelles Additives de Markov. I
+Normal rank
@@ Property / cites work @@
+On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals
+Normal rank
@@ Property / cites work @@
+The Existence of Certain Stopping Times on Brownian Motion
+Normal rank
@@ Property / cites work @@
+Die Stoppverteilungen eines Markoff-Prozesses mit lokalendlichem Potential
+Normal rank
@@ Property / cites work @@
+The stopping distributions of a Markov process
@@ Property / cites work: The stopping distributions of a Markov process / rank @@
+Normal rank
@@ Property / cites work @@
+Q4107704
@@ Property / cites work: Q4107704 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Stopping Rules
@@ Property / cites work: Optimal Stopping Rules / rank @@
+Normal rank
@@ Property / cites work @@
+Existence of dual processes
@@ Property / cites work: Existence of dual processes / rank @@
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Some inequalities with local times in zero of a Brownian motion
+Normal rank
@@ Property / cites work @@
+Natural densities of Markov transition probabilities
+Normal rank