An optimal Skorokhod embedding for diffusions (Q2485750)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An optimal Skorokhod embedding for diffusions |
scientific article |
Statements
An optimal Skorokhod embedding for diffusions (English)
0 references
5 August 2005
0 references
Brownian motion
0 references
Embedding
0 references
\(H^p\)-embedding
0 references
Stopping time
0 references
Skorokhod problem
0 references