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 2003Show all

1 paper · 1 filter

math.PR2003

Skorokhod embeddings, minimality and non-centred target distributions

Alexander Cox, David Hobson

In this paper we consider the Skorokhod embedding problem for target distributions with non-zero mean. In the zero-mean case, uniform integrability provides a natural restriction o…