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Cites work
Cited in
(24)- On independent times and positions for Brownian motions.
- Embedding in Brownian motion with drift and the Azéma-Yor construction
- Embedding of Walsh Brownian motion
- The Skorokhod embedding problem for inhomogeneous diffusions
- On Skorokhod embeddings and Poisson equations
- Finite, integrable and bounded time embeddings for diffusions
- An integral equation for Root's barrier and the generation of Brownian increments
- Skorokhod embeddings, minimality and non-centred target distributions
- Processes that can be embedded in a geometric Brownian motion
- Optimal stopping under model uncertainty: randomized stopping times approach
- Continuous time contests with private information
- Skorokhod embeddings via stochastic flows on the space of Gaussian measures
- Representacion de variables en el movimiento browniano con deriva
- A BSDE APPROACH TO THE SKOROKHOD EMBEDDING PROBLEM FOR THE BROWNIAN MOTION WITH DRIFT
- scientific article; zbMATH DE number 4044869 (Why is no real title available?)
- Skorokhod Embedding by Randomized Hitting Times
- A solution to Skorokhod's embedding for linear Brownian motion and its local time
- scientific article; zbMATH DE number 1552488 (Why is no real title available?)
- Model-independent pricing with insider information: a Skorokhod embedding approach
- On the continuity of the Root barrier
- An explicit representation of the extended Skorokhod map with two time-dependent boundaries
- Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs
- A counterexample to the Cantelli conjecture through the Skorokhod embedding problem
- Embedding laws in diffusions by functions of time
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