An explicit solution to the Skorokhod embedding problem for double exponential increments (Q2197632)
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scientific article; zbMATH DE number 7242427
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| English | An explicit solution to the Skorokhod embedding problem for double exponential increments |
scientific article; zbMATH DE number 7242427 |
Statements
An explicit solution to the Skorokhod embedding problem for double exponential increments (English)
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1 September 2020
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Brownian motion
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Skorokhod embedding problem
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Poisson process
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uniform transport process
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strong convergence
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rate of convergence
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0.7928159832954407
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0.7836300134658813
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0.7680679559707642
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0.7673401236534119
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0.7673177123069763
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