Finite, integrable and bounded time embeddings for diffusions (Q2348736)
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scientific article
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| English | Finite, integrable and bounded time embeddings for diffusions |
scientific article |
Statements
Finite, integrable and bounded time embeddings for diffusions (English)
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15 June 2015
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Skorokhod embedding problem
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stopping times
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time-homogeneous diffusion
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stochastic differential equations
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weak solutions
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0.9040078
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0.89657927
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0.8892175
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0.8875572
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0.8873291
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