Constructing Self-Similar Martingales via Two Skorokhod Embeddings (Q3086813): Difference between revisions

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Latest revision as of 22:52, 3 July 2024

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Constructing Self-Similar Martingales via Two Skorokhod Embeddings
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    Constructing Self-Similar Martingales via Two Skorokhod Embeddings (English)
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    30 March 2011
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    Azéma-Yor embedding algorithm
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    convex order
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    Hardy-Littlewood functions
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    Karamata's representation theorem
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    Schauder fixed point theorem
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    self-similar martingales
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    Skorokhod embeddings
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