The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1505.03169 / rank | |||
Normal rank |
Revision as of 21:23, 18 April 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