Constructing Self-Similar Martingales via Two Skorokhod Embeddings (Q3086813): Difference between revisions
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English | Constructing Self-Similar Martingales via Two Skorokhod Embeddings |
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Constructing Self-Similar Martingales via Two Skorokhod Embeddings (English)
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30 March 2011
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Azéma-Yor embedding algorithm
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convex order
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Hardy-Littlewood functions
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Karamata's representation theorem
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Schauder fixed point theorem
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self-similar martingales
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Skorokhod embeddings
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0.71706355
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0.7060884
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0.7031834
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0.70248157
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0.69606197
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0.6904324
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0.68868244
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