On the boundedness of Gross' solution to the planar Skorokhod embedding problem
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arXiv
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| Hauptverfasser: | , , |
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866915047663468544 |
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| author | Boudabra, Maher Kroumi, Dhaker Smii, Boubaker |
| author_facet | Boudabra, Maher Kroumi, Dhaker Smii, Boubaker |
| contents | In this work, we investigate the problem of the boundedness of the Gross' solutions of the planar Skorokhod embedding problem, where we show that the solution is bounded under some mild conditions on the underlying probability distribution. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2412_02913 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | On the boundedness of Gross' solution to the planar Skorokhod embedding problem Boudabra, Maher Kroumi, Dhaker Smii, Boubaker Probability In this work, we investigate the problem of the boundedness of the Gross' solutions of the planar Skorokhod embedding problem, where we show that the solution is bounded under some mild conditions on the underlying probability distribution. |
| title | On the boundedness of Gross' solution to the planar Skorokhod embedding problem |
| topic | Probability |
| url | https://arxiv.org/abs/2412.02913 |