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Autori principali: Becher, Mrabet, Boudabra, Maher, Haggui, Fathi
Natura: Preprint
Pubblicazione: 2024
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Accesso online:https://arxiv.org/abs/2403.05863
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author Becher, Mrabet
Boudabra, Maher
Haggui, Fathi
author_facet Becher, Mrabet
Boudabra, Maher
Haggui, Fathi
contents In this work, we introduce the Skorokhod energy of a simply connected domain. We show that among all domains solving the planar Skorokhod embedding problem, Gross solution generates the domain with the minimal Skorokhod energy.
format Preprint
id arxiv_https___arxiv_org_abs_2403_05863
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Skorokhod energy of planar domains
Becher, Mrabet
Boudabra, Maher
Haggui, Fathi
Probability
In this work, we introduce the Skorokhod energy of a simply connected domain. We show that among all domains solving the planar Skorokhod embedding problem, Gross solution generates the domain with the minimal Skorokhod energy.
title Skorokhod energy of planar domains
topic Probability
url https://arxiv.org/abs/2403.05863