An optimal Skorokhod embedding for diffusions (Q2485750): Difference between revisions
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Revision as of 07:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal Skorokhod embedding for diffusions |
scientific article |
Statements
An optimal Skorokhod embedding for diffusions (English)
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5 August 2005
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Brownian motion
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Embedding
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\(H^p\)-embedding
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Stopping time
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Skorokhod problem
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