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


 
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1. Title Title of document Illustration of various methods for solving partly Skorokhod's embedding problem
 
2. Creator Author's name, affiliation, country Ju-Yi Yen; University of Cincinnati; United States
 
2. Creator Author's name, affiliation, country Marc Yor; Institut Universitaire de France & Université Pierre et Marie Curie - Paris 6
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Az\'{e}ma exponential result; excursion; Skorokhod embedding
 
3. Subject Subject classification 60G46; 60G48
 
4. Description Abstract We show that excursion theory and Az\'ema's exponential result allow to solve partly Skorokhod's embedding problem.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) NSF
 
7. Date (YYYY-MM-DD) 2013-06-22
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/2178
 
10. Identifier Digital Object Identifier 10.1214/ECP.v18-2178
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 18
 
12. Language English=en en
 
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