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2013 Illustration of various methods for solving partly Skorokhod's embedding problem
Ju-Yi Yen, Marc Yor
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Electron. Commun. Probab. 18: 1-5 (2013). DOI: 10.1214/ECP.v18-2178

Abstract

We show that excursion theory and Az\'ema's exponential result allow to solve partly Skorokhod's embedding problem.<br />

Citation

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Ju-Yi Yen. Marc Yor. "Illustration of various methods for solving partly Skorokhod's embedding problem." Electron. Commun. Probab. 18 1 - 5, 2013. https://doi.org/10.1214/ECP.v18-2178

Information

Accepted: 22 June 2013; Published: 2013
First available in Project Euclid: 7 June 2016

zbMATH: 1326.60056
MathSciNet: MR3078011
Digital Object Identifier: 10.1214/ECP.v18-2178

Subjects:
Primary: 60G46
Secondary: 60G48

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