Cover Image

A Numerical scheme to approximate the solution of the planar Skorokhod embedding problem

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Becher, Mrabet, Boudabra, Maher, Haggui, Fathi
Format:	Preprint
Published:	2025
Subjects:	Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Skorokhod energy of planar domains
by: Becher, Mrabet, et al.
Published: (2024)

Brownian Convergence of Planar Domains and Stability of the Planar Skorokhod Embedding Problem
by: Boudabra, Maher, et al.
Published: (2026)

A note on the planar Skorokhod embedding problem
by: Boudabra, Maher
Published: (2025)

On the boundedness of Gross' solution to the planar Skorokhod embedding problem
by: Boudabra, Maher, et al.
Published: (2024)

Optimal design for the planar Skorokhod embedding problem
by: Boudabra, Maher
Published: (2025)

Brownian symmetrization of planar domains
by: Boudabra, Maher, et al.
Published: (2024)

Space-time transport of Brownian exit laws
by: Boudabra, Maher
Published: (2026)

Gaussian approximation on the Skorokhod space via Malliavin calculus and regularization
by: Bourguin, Solesne, et al.
Published: (2025)

Uniqueness for the Skorokhod problem in an orthant: critical cases
by: Bass, Richard F., et al.
Published: (2024)

Growing open Markovian Jackson networks: Fluid limit and infinite-dimensional Skorokhod problem
by: Clarke, Louis T., et al.
Published: (2026)

Rotating random trees with Skorokhod's $M_1$ topology
by: Aurillard, Antoine
Published: (2024)

A seminorm-only characterization of analytic Besov spaces on the disc
by: Boudabra, Maher
Published: (2026)

A method of solution for the inverse problem for $h$-functions of planar Brownian motion
by: Markowsky, Greg, et al.
Published: (2024)

Scaling limits of planar maps under the Smith embedding
by: Bertacco, Federico, et al.
Published: (2023)

Skorokhod Transition in the Conic Market Model
by: Sidorenko, Artur
Published: (2025)

On a Computable Skorokhod's Integral Based Estimator of the Drift Parameter in Fractional SDE
by: Marie, Nicolas
Published: (2023)

Skorokhod $M_{1}$ convergence of maxima of multivariate linear processes with heavy-tailed innovations and random coefficients
by: Krizmanic, Danijel
Published: (2022)

On a Calculable Skorokhod's Integral Based Projection Estimator of the Drift Function in Fractional SDE
by: Marie, Nicolas
Published: (2023)

Weak Convergence for Self-Normalized Partial Sum Processes in the Skorokhod M1 Topology with Applications to Regularly Varying Time Series
by: Katsouris, Christis
Published: (2024)

Numerical approximation of Markovian BSDEs in infinite horizon and elliptic PDEs
by: Gobet, Emmanuel, et al.
Published: (2026)

Dirichlet problems and exit distributions for the telegraph process and its planar extensions
by: Marchione, Manfred Marvin, et al.
Published: (2026)

Numerical method for approximately optimal solutions of two-stage distributionally robust optimization with marginal constraints
by: Neufeld, Ariel, et al.
Published: (2022)

Entrywise tensor-train approximation of large tensors via random embeddings
by: Budzinskiy, Stanislav
Published: (2024)

Numerical method for feasible and approximately optimal solutions of multi-marginal optimal transport beyond discrete measures
by: Neufeld, Ariel, et al.
Published: (2022)

Skorokhod's topologies on path space
by: Freeman, Nic, et al.
Published: (2022)

Role of spatial embedding and planarity in shaping the topology of the Street Networks
by: Khetarpal, Ritish, et al.
Published: (2025)

Weak Convergence of Stochastic Integrals on Skorokhod Space in Skorokhod's J1 and M1 Topologies
by: Sojmark, Andreas, et al.
Published: (2023)

Asymptotically unbiased approximation of the QSD of diffusion processes with a decreasing time step Euler scheme
by: Panloup, Fabien, et al.
Published: (2023)

Weak error analysis for strong approximation schemes of SDEs with super-linear coefficients II: finite moments and higher-order schemes
by: Zhao, Yuying, et al.
Published: (2024)

Note on the Weak Convergence of Hyperplane $α$-Quantile Functionals and Their Continuity in the Skorokhod J1 Topology
by: Sparago, Pietro Maria
Published: (2026)

Gatheral double stochastic volatility model with Skorokhod reflection
by: Mishura, Yuliya, et al.
Published: (2025)

Numerical approximation of the stochastic heat equation with a distributional reaction term
by: Goudenège, Ludovic, et al.
Published: (2024)

A uniform point vortex approximation for the solution of the two-dimensional Navier Stokes equation with transport noise
by: Giovagnini, Filippo, et al.
Published: (2024)

Numerical approximation of McKean-Vlasov SDEs via stochastic gradient descent
by: Agarwal, Ankush, et al.
Published: (2023)

Numerical approximation of ergodic BSDEs using non linear Feynman-Kac formulas
by: Gobet, Emmanuel, et al.
Published: (2024)

An approximate solution of a case of perturbed Fokker-Planck equation
by: Luo, Yan, et al.
Published: (2025)

The convergence of the EM scheme in empirical approximation of invariant probability measure for McKean-Vlasov SDEs
by: Yuanping, Cui, et al.
Published: (2024)

Numerical solution of kinetic SPDEs via stochastic Magnus expansion
by: Kamm, Kevin, et al.
Published: (2022)

Numerical approximation of nonlinear fourth-order SPDEs with additive space-time white noise
by: Blömker, Dirk, et al.
Published: (2025)

Characterisation of planar Brownian multiplicative chaos
by: Jego, Antoine
Published: (2019)