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- Integrability of solutions of the Skorokhod embedding problem for diffusions 2015-11-27 Paper Finite, integrable and bounded time embeddings for diffusions 2015-06-15...10 bytes (18 words) - 20:38, 8 December 2023
- Utility maximization via decoupling fields 2021-11-04 Paper The Skorokhod embedding problem for inhomogeneous diffusions 2021-02-15 Paper Optimal position...10 bytes (16 words) - 10:58, 24 September 2023
- Options 2011-02-10 Paper The Skorokhod embedding problem and its offspring 2010-06-29 Paper Classes of measures which can be embedded in the simple symmetric...10 bytes (18 words) - 00:53, 10 December 2023
- the convex order 2015-12-23 Paper A Dubins type solution to the Skorokhod embedding problem 2012-06-11 Paper...10 bytes (18 words) - 09:20, 7 October 2023
- control problems without ergodicity 2022-09-23 Paper Simulation of McKean–Vlasov SDEs with super-linear growth 2022-01-27 Paper The Skorokhod embedding problem...10 bytes (16 words) - 01:15, 25 September 2023
- McKean–Vlasov SDEs with super-linear growth 2022-01-27 Paper The Skorokhod embedding problem for inhomogeneous diffusions 2021-02-15 Paper Freidlin-Wentzell...10 bytes (18 words) - 07:29, 12 December 2023
- stochastic correlation 2012-11-15 Paper A BSDE APPROACH TO THE SKOROKHOD EMBEDDING PROBLEM FOR THE BROWNIAN MOTION WITH DRIFT 2008-08-26 Paper...10 bytes (16 words) - 20:16, 24 September 2023
- on the Skorokhod space 2017-02-14 Paper On the Monotonicity Principle of Optimal Skorokhod Embedding Problem 2016-09-23 Paper Optimal Skorokhod Embedding...10 bytes (16 words) - 16:25, 6 October 2023
- heterogeneous beliefs 2022-07-15 Paper Fine properties of the optimal Skorokhod embedding problem 2022-03-29 Paper Multiperiod martingale transport 2020-02-24 Paper...10 bytes (16 words) - 17:16, 24 September 2023
- On the Monotonicity Principle of Optimal Skorokhod Embedding Problem 2016-09-23 Paper Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints...10 bytes (16 words) - 09:01, 6 October 2023
- and Inverse Optimal Stopping Problems 2014-07-11 Paper Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance...10 bytes (16 words) - 02:58, 7 October 2023
- Paper A counterexample to the Cantelli conjecture through the Skorokhod embedding problem 2015-10-30 Paper A curve in the unstable foliation of an Anosov...10 bytes (18 words) - 23:48, 10 December 2023
- Paper A counterexample to the Cantelli conjecture through the Skorokhod embedding problem 2015-10-30 Paper Convergence in distribution of some self-interacting...10 bytes (16 words) - 12:29, 6 October 2023
- Brownian motion 2022-04-01 Paper An explicit solution to the Skorokhod embedding problem for double exponential increments 2020-09-01 Paper Parisian types...10 bytes (16 words) - 18:38, 24 September 2023
- singular kernel 2023-09-21 Paper On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals 2020-11-03 Paper Penalisation techniques...10 bytes (16 words) - 03:06, 25 September 2023
- and Skorokhod embedding 2017-09-07 Paper Root to Kellerer 2017-06-22 Paper Optimal transport and Skorokhod embedding 2017-06-07 Paper On a problem of optimal...10 bytes (17 words) - 13:31, 28 January 2024
- limit theorem for coin tossing Markov chains 2021-06-03 Paper The Skorokhod embedding problem for inhomogeneous diffusions 2021-02-15 Paper Wasserstein convergence...10 bytes (16 words) - 12:22, 7 October 2023
- Paper A new solution to the conformal Skorokhod embedding problem and applications to the Dirichlet eigenvalue problem 2020-10-23 Paper On the probability...10 bytes (16 words) - 16:22, 6 October 2023
- multi-marginal Skorokhod embedding 2020-04-21 Paper Multi-species neutron transport equation 2019-08-01 Paper Discretisation and duality of optimal Skorokhod embedding...10 bytes (20 words) - 00:59, 11 December 2023
- Paper Monotone martingale transport plans and Skorokhod embedding 2017-09-07 Paper Optimal Skorokhod embedding given full marginals and Azéma-Yor peacocks...10 bytes (17 words) - 00:53, 10 December 2023
