D. H. Root. The existence of certain stopping times on Brownian motion. Ann. Math. Statist., 40:715-718, 1969. Home/Search Document Not in Database Summary Related Articles Check |
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An Optimal Skorokhod Embedding for Diffusions - Cox, Hobson (2002) (Correct)
....to Skorokhod problem were given by [10] Hence attention switches to the construction of solutions. When (X t ) t 0 is a a one dimensional Brownian motion started at 0 and is a zero mean target distribution, many explicit constructions of stopping rules which embed are known, see for example [12, 3, 9, 2]. For Brownian motion it is interesting to seek embeddings with additional optimality properties, such as the embedding which minimises the variance of the stopping time [11] the embedding which stochastically minimises the law of the local time at zero [13] or the embedding which maximises the ....
D. H. Root. The existence of certain stopping times on Brownian motion. Ann. Math. Statist., 40:715-718, 1969.
An Optimal Skorokhod Embedding for Di usions A.M.G. Cox - And Hobson Department (Correct)
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D. H. Root. The existence of certain stopping times on Brownian motion. Ann. Math. Statist., 40:715-718, 1969.
A unifying class of Skorokhod embeddings: connecting - The Azema-Yor And (Correct)
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Root, D. H., 1969. The existence of certain stopping times on Brownian motion. Ann. Math. Statist. 40, 715--718.
A unifying class of Skorokhod embeddings: connecting - The Azema-Yor And (Correct)
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Root, D. H., 1969. The existence of certain stopping times on Brownian motion. Ann. Math. Statist. 40, 715--718.
The Skorokhod problem and its offspring - Obloj (2004) (Correct)
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D. H. Root. The existence of certain stopping times on Brownian motion. Ann. Math. Statist., 40:715--718, 1969.
An Optimal Skorokhod Embedding for Diffusions - Cox, Hobson (2002) (Correct)
No context found.
D. H. Root. The existence of certain stopping times on Brownian motion. Ann. Math. Statist., 40:715-718, 1969.
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