The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695): Difference between revisions

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Property / DOI: 10.1007/s00440-018-0833-1 / rank
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Property / author: Alexander Matthew Gordon Cox / rank
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Property / author: Alexander Matthew Gordon Cox / rank
 
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Latest revision as of 06:20, 11 December 2024

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The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach
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    The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (English)
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    28 February 2019
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    Skorokhod embedding problem
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    martingale diffusions
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