Pages that link to "Item:Q2421278"
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The following pages link to PDE methods for optimal Skorokhod embeddings (Q2421278):
Displaying 6 items.
- A free boundary characterisation of the root barrier for Markov processes (Q2032420) (← links)
- A solution to the Monge transport problem for Brownian martingales (Q2039418) (← links)
- Stochastic optimal transport with free end time (Q2041815) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- Optimal stopping of stochastic transport minimizing submartingale costs (Q3382260) (← links)
- Backward and forward Wasserstein projections in stochastic order (Q6184578) (← links)
