Finite, integrable and bounded time embeddings for diffusions (Q2348736)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite, integrable and bounded time embeddings for diffusions |
scientific article |
Statements
Finite, integrable and bounded time embeddings for diffusions (English)
0 references
15 June 2015
0 references
Skorokhod embedding problem
0 references
stopping times
0 references
time-homogeneous diffusion
0 references
stochastic differential equations
0 references
weak solutions
0 references
