The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 04:27, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach |
scientific article |
Statements
The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (English)
0 references
28 February 2019
0 references
Skorokhod embedding problem
0 references
martingale diffusions
0 references