Two explicit Skorokhod embeddings for simple symmetric random walk (Q2274306)
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scientific article; zbMATH DE number 7107508
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Two explicit Skorokhod embeddings for simple symmetric random walk |
scientific article; zbMATH DE number 7107508 |
Statements
Two explicit Skorokhod embeddings for simple symmetric random walk (English)
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19 September 2019
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Skorokhod embedding
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simple symmetric random walk
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randomized stopping time
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Azéma-Yor stopping time
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0.8420007824897766
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0.811385989189148
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0.8051944375038147
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0.8031097054481506
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0.8022111654281616
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