The Skorokhod embedding problem and its offspring

Probability Surveys

Volumn 1, Issue 1, 2004, Pages 321-392

  Obłój, Jan ^a,b  

^a University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

^b UNIVERSITY OF WARSAW   (Poland)

Author keywords

Az ma yor embedding; Chacon walsh embedding; One dimensional potential theory; Optimal stopping; Root embedding; Skorokhod embedding problem; Stopping times

Indexed keywords

EID: 84890634099     PISSN: None     EISSN: 15495787     Source Type: Journal    
DOI: 10.1214/154957804100000060     Document Type: Article

References (127)

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