The following pages link to (Q3657166):
Displayed 14 items.
- An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes (Q875905) (← links)
- Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping (Q957523) (← links)
- On an explicit Skorokhod embedding for spectrally negative Lévy processes (Q1028617) (← links)
- Some inequalities with local times in zero of a Brownian motion (Q1198557) (← links)
- Some results on Skorokhod embedding and robust hedging with local time (Q1626510) (← links)
- From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding (Q1650132) (← links)
- A construction of the left-curtain coupling (Q2105148) (← links)
- Minimal Root's embeddings for general starting and target distributions (Q2289795) (← links)
- Optimal transport and Skorokhod embedding (Q2356918) (← links)
- Integral equations for Rost's reversed barriers: existence and uniqueness results (Q2403714) (← links)
- Fake exponential Brownian motion (Q2435766) (← links)
- The Two-Sided Stefan Problem with a Spatially Dependent Latent Heat (Q3977227) (← links)
- On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals (Q5130027) (← links)
- Shadows and barriers (Q6126791) (← links)