3 papers
math.PR2026
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 -domain in the planar Skorokhod embedding problem PSEP, recently introduced in \cite{gross2019}. We show that under weak…
math.PR2025
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…
math.PR2025
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…