Pages that link to "Item:Q744977"

The following pages link to Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (Q744977):

Displaying 19 items.

• An explicit martingale version of the one-dimensional Brenier theorem (Q309163) (← links)
• Tightness and duality of martingale transport on the Skorokhod space (Q511137) (← links)
• An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
• From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding (Q1650132) (← links)
• The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695) (← links)
• A free boundary characterisation of the root barrier for Markov processes (Q2032420) (← links)
• The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
• A conformal Skorokhod embedding (Q2279083) (← links)
• Minimal Root's embeddings for general starting and target distributions (Q2289795) (← links)
• Finite, integrable and bounded time embeddings for diffusions (Q2348736) (← links)
• An integral equation for Root's barrier and the generation of Brownian increments (Q2354891) (← links)
• Optimal transport and Skorokhod embedding (Q2356918) (← links)
• Integral equations for Rost's reversed barriers: existence and uniqueness results (Q2403714) (← links)
• PDE methods for optimal Skorokhod embeddings (Q2421278) (← links)
• Model-independent pricing with insider information: a skorokhod embedding approach (Q5022279) (← links)
• On the continuity of the root barrier (Q5081540) (← links)
• On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals (Q5130027) (← links)
• Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)
• The Stefan problem and free targets of optimal Brownian martingale transport (Q6590460) (← links)