scholarly journals An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes

2007 ◽  
Vol 117 (4) ◽  
pp. 409-431 ◽  
Author(s):  
Jan Obłój
Keyword(s):  
Markov Processes ◽  
Explicit Solution ◽  
Embedding Problem ◽  
Skorokhod Embedding ◽  
Skorokhod Embedding Problem

scholarly journals The Skorokhod embedding problem for inhomogeneous diffusions

2020 ◽  
Vol 56 (3) ◽  
pp. 1606-1640
Author(s):  
Stefan Ankirchner ◽  
Stefan Engelhardt ◽  
Alexander Fromm ◽  
Gonçalo dos Reis
Keyword(s):  
Embedding Problem ◽  
Skorokhod Embedding ◽  
Skorokhod Embedding Problem

scholarly journals On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals

2020 ◽  
Vol 58 (4) ◽  
pp. 1874-1892
Author(s):  
Alexandre Richard ◽  
Xiaolu Tan ◽  
Nizar Touzi
Keyword(s):  
Embedding Problem ◽  
Skorokhod Embedding ◽  
Skorokhod Embedding Problem
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