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A. Cox

3 papers hereh-index 171.2k citations47 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • math.PR3
same name
  • A. Cox — 3 papers, h 12

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20022005
most citedA unifying class of Skorokhod embeddings: connecting the Azema-Yor and Vallois embeddings

1 citations · 2 across the 3 of their papers we have counts for

collaborators
Showing 2002 · math.PRShow all

1 paper · 2 filters

math.PR2002★ 1 cited

An Optimal Skorokhod Embedding for Diffusions

A. M. G. Cox, D. G. Hobson

Given a Brownian motion Bt​ and a general target law μ (not necessarily centered or even integrable) we show how to construct an embedding of μ in B. This embedding is an e…

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