Embedding of Walsh Brownian motion

DOI10.1016/j.spa.2020.10.010zbMath1469.60252arXiv1905.12811OpenAlexW3114013662MaRDI QIDQ2021385

Erhan Bayraktar, Xin Zhang

Publication date: 27 April 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.12811

zbMATH Keywords

excursion theorySkorokhod embedding problemWalsh Brownian motionVallois' embedding

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)

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Cites Work

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