A BSDE APPROACH TO THE SKOROKHOD EMBEDDING PROBLEM FOR THE BROWNIAN MOTION WITH DRIFT (Q3520440): Difference between revisions
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Revision as of 12:38, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A BSDE APPROACH TO THE SKOROKHOD EMBEDDING PROBLEM FOR THE BROWNIAN MOTION WITH DRIFT |
scientific article |
Statements
A BSDE APPROACH TO THE SKOROKHOD EMBEDDING PROBLEM FOR THE BROWNIAN MOTION WITH DRIFT (English)
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26 August 2008
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Skorokhod embedding
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Brownian motion
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diffusion
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stopping time
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control theory
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BSDE
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quadratic growth
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Malliavin calculus
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