scientific article; zbMATH DE number 3808667

MaRDI QIDQ3657166zbMATH OpenFDO

Authors Pierre Vallois

Publication date 1983

Full work available at URL http://www.numdam.org/item?id=SPS_1983__17__227_0, https://eudml.org/doc/113443

zbMATH Keywords

local timestopping times

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Cited in

(14)

• The Two-Sided Stefan Problem with a Spatially Dependent Latent Heat
• On an explicit Skorokhod embedding for spectrally negative Lévy processes
• Some results on Skorokhod embedding and robust hedging with local time
• On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals
• Integral equations for Rost's reversed barriers: existence and uniqueness results
• An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes
• Fake exponential Brownian motion
• From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding
• A construction of the left-curtain coupling
• Some inequalities with local times in zero of a Brownian motion
• Optimal transport and Skorokhod embedding
• Shadows and barriers
• Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping
• Minimal Root's embeddings for general starting and target distributions

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3657166)