Stopping times on Brownian motion: Some properties of root's construction

Cites Work

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The Existence of Certain Stopping Times on Brownian Motion
On a Theorem of Skorohod
Probability theory
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Cited In (24)

The geometry of multi-marginal Skorokhod embedding
Fine properties of the optimal Skorokhod embedding problem
The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach
The Two-Sided Stefan Problem with a Spatially Dependent Latent Heat
Minimal Root's embeddings for general starting and target distributions
Monotonicity preserving transformations of MOT and SEP
The Stefan problem and free targets of optimal Brownian martingale transport
Shadow couplings
Embedding of Walsh Brownian motion
On the continuity of the Root barrier
Monotone martingale transport plans and Skorokhod embedding
Root's barrier: construction, optimality and applications to variance options
Using Additive Functionals to Embed Preassigned Distributions in Symmetric Stable Processes
Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs
A counterexample to the Cantelli conjecture through the Skorokhod embedding problem
Representing a distribution by stopping a Brownian Motion: Root's construction
On the embedding of processes in Brownian motion and the law of the iterated logarithm for reverse martingales
A dynamic programming approach to distribution-constrained optimal stopping
Optimal transport and Skorokhod embedding
Geometry of distribution-constrained optimal stopping problems
An integral equation for Root's barrier and the generation of Brownian increments
Robust hedging of options on a leveraged exchange traded fund
A convergence property of Dubins' representation of distributions
Embedding laws in diffusions by functions of time

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