An optimal Skorokhod embedding for diffusions (Q2485750)

From MaRDI portal
Revision as of 13:51, 10 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
An optimal Skorokhod embedding for diffusions
scientific article

    Statements

    title
    An optimal Skorokhod embedding for diffusions (English)
    0 references
    publication date
    5 August 2005
    0 references
    zbMATH Keywords
    Brownian motion
    0 references
    Embedding
    0 references
    \(H^p\)-embedding
    0 references
    Stopping time
    0 references
    Skorokhod problem
    0 references

    Identifiers

    Mathematics Subject Classification ID
    60J60
    0 references
    60J65
    0 references
    60G44
    0 references
    zbMATH DE Number
    2192490
    0 references
    OpenAlex ID
    W2086950044
    0 references
    arXiv ID
    math/0212174
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2485750&oldid=34413012"
    Powered by MediaWiki