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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2026
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2605.25762 |
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Table of Contents:
- We present a numerical framework for approximating the $μ$-domain in the planar Skorokhod embedding problem PSEP, recently introduced in \cite{gross2019}. We show that under weak convergence of a sequence of probability measures $(μ_{n})_{n}$, the corresponding sequence of $μ_{n}$-domains converges, in an appropriate sense, to the domain associated with the limit measure $μ$. In addition, we provide implementation strategies, convergence rate estimates, and a numerical example. The method is robust and versatile, offering a concrete computational approach for the approximation of $μ$-domains. As part of this analysis, we introduce a novel mode of convergence for planar domains via planar Brownian motion, which we call $p$-Brownian convergence.