158 citations · 363 across the 23 of their papers we have counts for
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math.PR2013★ 36 cited
Optimal Transport and Skorokhod Embedding
Mathias Beiglboeck, Alexander M. G. Cox, Martin Huesmann
The Skorokhod embedding problem is to represent a given probability as the distribution of Brownian motion at a chosen stopping time. Over the last 50 years this has become one of…
math.PR2013★ 39 cited
Pathwise versions of the Burkholder-Davis-Gundy inequality
Mathias Beiglböck, Pietro Siorpaes
We present a new proof of the Burkholder-Davis-Gundy inequalities for . The novelty of our method is that these martingale inequalities are obtained as consequences…