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20022020
most citedPathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping

39 citations · 45 across the 12 of their papers we have counts for

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math.PR2015

Mimicking martingales

David Hobson

Given the univariate marginals of a real-valued, continuous-time martingale, (respectively, a family of measures parameterised by which is increasing in convex order,…