文章基本信息

标题：Illustration of various methods for solving partly Skorokhod's embedding problem
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作者：Yen, Ju-Yi ; Yor, Marc
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：2013
卷号：18
页码：1-5
DOI：10.1214/ECP.v18-2178
语种：English
出版社：Electronic Communications in Probability
摘要：We show that excursion theory and Az\'ema's exponential result allow to solve partly Skorokhod's embedding problem.
关键词：Az\'{e}ma exponential result; excursion; Skorokhod embedding;60G46; 60G48