On Skorokhod embeddings and Poisson equations (Q2330463)

From MaRDI portal





scientific article
Language Label Description Also known as
default for all languages
No label defined
    English
    On Skorokhod embeddings and Poisson equations
    scientific article

      Statements

      On Skorokhod embeddings and Poisson equations (English)
      0 references
      0 references
      0 references
      0 references
      0 references
      22 October 2019
      0 references
      Fokker-Planck equation
      0 references
      Lévy process
      0 references
      Markov process
      0 references
      Skorokhod embedding problem
      0 references
      random time-change
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers