Integrability of solutions of the Skorokhod embedding problem for diffusions (Q894139)
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scientific article; zbMATH DE number 6514466
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| English | Integrability of solutions of the Skorokhod embedding problem for diffusions |
scientific article; zbMATH DE number 6514466 |
Statements
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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0.905407190322876
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0.8569294214248657
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0.8446865081787109
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0.8316181302070618
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0.8194286227226257
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