Pages that link to "Item:Q3520440"
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The following pages link to A BSDE APPROACH TO THE SKOROKHOD EMBEDDING PROBLEM FOR THE BROWNIAN MOTION WITH DRIFT (Q3520440):
Displayed 4 items.
- Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (Q744977) (← links)
- The Skorokhod embedding problem for inhomogeneous diffusions (Q2227461) (← links)
- Processes That Can Be Embedded in a Geometric Brownian Motion (Q2811893) (← links)
- SKOROKHOD EMBEDDINGS IN BOUNDED TIME (Q3173984) (← links)