Optimal Brownian Stopping When the Source and Target Are Radially Symmetric Distributions
Optimal Brownian Stopping When the Source and Target Are Radially Symmetric Distributions
Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 25 June 2019Accepted: 21 July 2020Published online: 15 September 2020Keywordssubharmonic martingale optimal transport, Skorokhod embedding, monotonicity, radial symmetryAMS Subject Headings49-XX, 60-XX, 52-XXPublication DataISSN (print): 0363-0129ISSN (online): 1095-7138Publisher: Society for Industrial and Applied MathematicsCODEN: …