H. Rost. Skorokhod stopping times of minimal variance. In Seminaire de Probabilites, X (Premiere partie, Univ. Strasbourg, Strasbourg, annee universitaire 1974. Home/Search Document Not in Database Summary Related Articles Check |
This paper is cited in the following contexts:
An Optimal Skorokhod Embedding for Diffusions - Cox, Hobson (2002) (Correct)
.... 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 law of the supremum of the stopped process [1] The rst purpose of this article is to consider the embedding in Brownian motion of a target distribution which is not ....
H. Rost. Skorokhod stopping times of minimal variance. In Seminaire de Probabilites, X (Premiere partie, Univ. Strasbourg, Strasbourg, annee universitaire 1974.
An Optimal Skorokhod Embedding for Di usions A.M.G. Cox - And Hobson Department (Correct)
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H. Rost. Skorokhod stopping times of minimal variance. In Seminaire de Probabilites, X (Premiere partie, Univ. Strasbourg, Strasbourg, annee universitaire 1974.
The Skorokhod problem and its offspring - Obloj (2004) (Correct)
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H. Rost. Skorokhod stopping times of minimal variance. In Seminaire de Probabilites, X (Premiere partie, Univ. Strasbourg, Strasbourg, annee universitaire 1974.
An Optimal Skorokhod Embedding for Diffusions - Cox, Hobson (2002) (Correct)
No context found.
H. Rost. Skorokhod stopping times of minimal variance. In Seminaire de Probabilit es, X (Premiere partie, Univ. Strasbourg, Strasbourg, annee universitaire 1974.
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