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scientific article; zbMATH DE number 5066277
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scientific article; zbMATH DE number 5066277

    Statements

    author
    Jan Obłój
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    Marc Yor
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    publication date
    23 October 2006
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    Mathematics Subject Classification ID
    60G44
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    60G42
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    60G40
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    60E15
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    zbMATH DE Number
    5066277
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    zbMATH Keywords
    continuous local martingale
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    supremum process
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    harmonic functions
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    Skorokhod's embedding problem
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    excess wealth order
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    arXiv ID
    math/0412196
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