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math.PR2023
Perkins Embedding for General Starting Laws
Annemarie Grass
The Skorokhod embedding problem (SEP) is to represent a given probability measure as a Brownian motion at a particular stopping time. In recent years particular attention has g…
math.PR2020★ 1 cited
Switching Identities by Probabilistic Means
J. Backoff, A. M. G. Cox, A. Grass +1
Switching identities have a long history in potential theory and stochastic analysis. In recent work of Cox and Wang, a switching identity was used to connect an optimal stopping p…