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OPTIMAL TRANSPORT AND SKOROKHOD EMBEDDING ¨ MATHIAS BEIGLBOCK, ALEXANDER M. G. COX, AND MARTIN HUESMANN Abstract. The Skorokhod embedding problem is to represent a given probability as the distribution of Brownian motio
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Document Date: 2014-12-11 10:03:11
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OPTIMAL TRANSPORT AND SKOROKHOD EMBEDDING ¨ MATHIAS BEIGLBOCK, ALEXANDER M. G. COX, AND MARTIN HUESMANN Abstract. The Skorokhod embedding problem is to represent a given probability as the distribution of Brownian motio