A new solution to the conformal Skorokhod embedding problem and applications to the Dirichlet eigenvalue problem
DOI10.1016/J.JMAA.2020.124351zbMATH Open1471.60127OpenAlexW3041466061MaRDI QIDQ2207652FDOQ2207652
Authors: Maher Boudabra, Greg Markowsky 
Publication date: 23 October 2020
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2020.124351
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Brownian motion (60J65) Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane (30E20) Hardy spaces (30H10) Heat equation (35K05) Special integral transforms (Legendre, Hilbert, etc.) (44A15)
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- Exit times of Brownian motion, harmonic majorization, and Hardy spaces
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- A conformal Skorokhod embedding
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- A note on invariance of the Cauchy and related distributions
Cited In (4)
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