Potential Processes
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Cites work
- A Martingale Decomposition Theorem
- A remark on the skorohod representation
- scientific article; zbMATH DE number 3085434 (Why is no real title available?)
- On a Theorem of Skorohod
- ON CONTINUOUS MARTINGALES
- On Embedding Right Continuous Martingales in Brownian Motion
- On Square Integrable Martingales
- On the Decomposition of Continuous Submartingales
- On the tail behavior of sums of independent random variables
- Pointwise convergence in terms of expectations
- Potentials of stopped distributions
- Skorohod embedding of multivariate RV's, and the sample DF
- The Existence of Certain Stopping Times on Brownian Motion
Cited in
(20)- The distribution of Brownian motion in \(R^ n\) at a natural stopping time
- The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach
- Root's barrier: construction, optimality and applications to variance options
- Embedding of Walsh Brownian motion
- A construction of the left-curtain coupling
- The potential of the shadow measure
- Minimal Root's embeddings for general starting and target distributions
- Computational methods for martingale optimal transport problems
- Robust pricing and hedging around the globe
- An integral equation for Root's barrier and the generation of Brownian increments
- Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps
- scientific article; zbMATH DE number 3658773 (Why is no real title available?)
- Harmonic Functions and Mass Cancellation
- Robust pricing and hedging of options on multiple assets and its numerics
- Supermartingale shadow couplings: the decreasing case
- A potential-based construction of the increasing supermartingale coupling
- Switching identities by probabilistic means
- Generalizing super/sub mot using weak ^1 transport
- Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs
- A counterexample to the Cantelli conjecture through the Skorokhod embedding problem
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