On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals
On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals
This paper examines the Root solution of the Skorokhod embedding problem given full marginals on some compact time interval. Our results are obtained by limiting arguments based on the finitely many marginals Root solution of Cox, Obłój, and Touzi [Probab. Theory Related Fields, 173 (2019), pp. 211--259]. Our main result …