Constructing Self-Similar Martingales via Two Skorokhod Embeddings (Q3086813): Difference between revisions
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Revision as of 09:38, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constructing Self-Similar Martingales via Two Skorokhod Embeddings |
scientific article |
Statements
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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