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Illustration of various methods for solving partly Skorokhod's embedding problem

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https://hal.archives-ouvertes.fr/hal-00932768
Contributor : Serena Benassù <>
Submitted on : Friday, January 17, 2014 - 4:07:32 PM
Last modification on : Friday, March 27, 2020 - 3:55:52 AM

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  • HAL Id : hal-00932768, version 1

Citation

J.Y. Yen, M. Yor. Illustration of various methods for solving partly Skorokhod's embedding problem. Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2013, 18 (48), pp.1-5. ⟨hal-00932768⟩

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