The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695)
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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 |
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The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (English)
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28 February 2019
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Skorokhod embedding problem
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martingale diffusions
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