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C. Elgert

1 paper hereh-index 369 citations10 works total

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author position
  • middle author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • math.PR1

identity via Semantic Scholar / OpenAlex

collaborators

1 paper

math.PR2016

Geometry of Distribution-Constrained Optimal Stopping Problems

Mathias Beiglboeck, Manu Eder, Christiane Elgert +1

We adapt ideas and concepts developed in optimal transport (and its martingale variant) to give a geometric description of optimal stopping times of Brownian motion subject to the…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.