Brownian Convergence of Planar Domains and Stability of the Planar Skorokhod Embedding Problem

Maher Boudabra, Mrabet Becher, Fathi Haggui

We present a numerical framework for approximating the $\mu$-domain in the planar Skorokhod embedding problem PSEP, recently introduced in \cite{gross2019}. We show that under weak c…