An optimal Skorokhod embedding for diffusions (Q2485750): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q457778 |
||
| Property / author | |||
| Property / author: Alexander Matthew Gordon Cox / rank | |||
Revision as of 10:26, 15 February 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)
0 references
5 August 2005
0 references
Brownian motion
0 references
Embedding
0 references
\(H^p\)-embedding
0 references
Stopping time
0 references
Skorokhod problem
0 references
