Skorokhod embeddings via stochastic flows on the space of Gaussian measures (Q330701)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Skorokhod embeddings via stochastic flows on the space of Gaussian measures |
scientific article |
Statements
Skorokhod embeddings via stochastic flows on the space of Gaussian measures (English)
0 references
26 October 2016
0 references
Skorokhod embedding
0 references
stopping time
0 references
Brownian motion
0 references
log concave measure
0 references
Markov process
0 references