4 papers · 1 filter
A note on the planar Skorokhod embedding problem
Maher Boudabra
The planar Skorokhod embedding problem was first proposed and solved by R. Gross in 2019 [#gross2019]. Gross worked with probability distributions having finite second moment. In […
Symmetrization and the Planar Skorokhod Embedding Problem
Maher Boudabra
This paper continues our earlier work \cite{becher2025skorokhod} on variational questions arising from the planar Skorokhod embedding problem (PSEP). Given a centered probability m…
A Numerical scheme to approximate the solution of the planar Skorokhod embedding problem
Mrabet Becher, Maher Boudabra, Fathi Haggui
We present a numerical framework to approximate the -domain in the planar Skorokhod embedding problem (PSEP), recently appeared in \cite{gross2019}. Our approach investigates t…
Skorokhod energy of planar domains
Mrabet Becher, Maher Boudabra, Fathi Haggui
In this work, we introduce the Skorokhod energy of a simply connected domain. We show that among all domains solving the planar Skorokhod embedding problem, Gross solution generate…