The Generalized Shiryaev Problem and Skorokhod Embedding (Q2931886)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Generalized Shiryaev Problem and Skorokhod Embedding |
scientific article |
Statements
The Generalized Shiryaev Problem and Skorokhod Embedding (English)
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28 November 2014
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Shiryaev's inverse boundary problem
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Skorokhod embedding problem
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first hitting time
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Brownian motion
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