scientific article; zbMATH DE number 6814450
From MaRDI portal
Publication:4596270
zbMath1375.60014MaRDI QIDQ4596270
Publication date: 1 December 2017
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) General theory of stochastic processes (60G07) Collected or selected works; reprintings or translations of classics (01A75) History of probability theory (60-03) Foundations of stochastic processes (60G05)
Related Items (23)
Unnamed Item ⋮ On the continuity of the root barrier ⋮ The geometry of multi-marginal Skorokhod embedding ⋮ Existence and large time behavior for a stochastic model of modified magnetohydrodynamic equations ⋮ Analytical properties for a stochastic rotating shallow water model under location uncertainty ⋮ Invariance principle for the capacity and the cardinality of the range of stable random walks ⋮ Global existence of martingale solutions and large time behavior for a 3D stochastic nonlocal Cahn-Hilliard-Navier-Stokes systems with shear dependent viscosity ⋮ The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach ⋮ Robust pricing and hedging of double no-touch options ⋮ A new approach to strong embeddings ⋮ Bankruptcy and expected utility maximization ⋮ Discretisation and duality of optimal Skorokhod embedding problems ⋮ Model-independent hedging strategies for variance swaps ⋮ An optimal Skorokhod embedding for diffusions ⋮ Skorokhod embeddings, minimality and non-centred target distributions ⋮ Embedding of Walsh Brownian motion ⋮ A functional limit theorem for coin tossing Markov chains ⋮ Optimal stopping of stochastic transport minimizing submartingale costs ⋮ On an explicit Skorokhod embedding for spectrally negative Lévy processes ⋮ Stochastic representation of solutions to degenerate elliptic and parabolic boundary value and obstacle problems with Dirichlet boundary conditions ⋮ Conformal Skorokhod embeddings and related extremal problems ⋮ Flows generated by stochastic equations with reflection ⋮ Optimal transport and Skorokhod embedding
This page was built for publication:
