Integrability of solutions of the Skorokhod embedding problem for diffusions (Q894139)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integrability of solutions of the Skorokhod embedding problem for diffusions |
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Integrability of solutions of the Skorokhod embedding problem for diffusions (English)
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27 November 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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Brownian motion
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minimality
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