A Dubins type solution to the Skorokhod embedding problem
type: Item
instance of: scholarly article
title: A Dubins type solution to the Skorokhod embedding problem
zbMATH Open document ID: 1245.60076
author: David M. Baker
published in: Statistics \& Probability Letters
publication date: 2012-06-11T00:00:00Z
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 6045355
zbMATH Keywords: Skorokhod embedding problem
zbMATH Keywords: quantization
zbMATH Keywords: stopping time
zbMATH Keywords: Brownian motion
MaRDI profile type: MaRDI publication profile
full work available at URL: j.spl.2012.03.006
OpenAlex ID: W1977229489
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cites work: The Skorokhod embedding problem and its offspring
cites work: Q5524051
DOI: 10.1016/J.SPL.2012.03.006
description: scientific article; zbMATH DE number 6045355