The Skorokhod embedding problem and its offspring by Oblog J. PDF

By Oblog J.

Show description

Read or Download The Skorokhod embedding problem and its offspring PDF

Similar nonfiction_1 books

Download e-book for iPad: Camping For Dummies by Michael Hodgson

You're keen on the good outdoor, yet you're now not constantly certain the nice outdoor loves you. you could pitch a tent, commence a campfire, construct furnishings by way of lashing tree branches jointly -- in idea besides! yet if you would possibly not have got your woman Scout Gold Award, or your Eagle Scout with cluster, you'll take pleasure in an evening out below the celebs with these close to and expensive to you, or perhaps paintings in the direction of changing into a extra severe outdoorsman, correct?

Download e-book for kindle: The Perversion of Virtue: Understanding Murder-Suicide by Thomas Joiner

Of the nearly 38,500 deaths by way of suicide within the U. S. each year, approximately percent--between 750 and 800--are murder-suicides. The horror of murder-suicides looms huge within the public consciousness--they are pronounced within the media with extra frequency and much extra sensationalism than so much suicides, and but we have now little realizing of this grave type of violence.

Read e-book online Geographic Information Science: Mastering the Legal Issues PDF

Cho (University of Canberra) explores either how the legislation impacts using geographic info and the way geographic info has formed the legislation and coverage in numerous international locations. He identifies the standards influencing public use and pricing guidelines, describes using alternate criteria to proportion and commercialize geographic details, and descriptions a global framework for the advance of entry rules.

Extra info for The Skorokhod embedding problem and its offspring

Example text

Jacka [44] - again this work is concerned with Doob-like inequalities. The case of reflected Brownian motion and its supremum process is treated. A kind of maximality principle in this special case is establish although it is not visible at first reading. • Rogers [73] - a characterization of possible joint laws of the maximum and terminal value of a uniformly integrable martingale (or convergent continuous local martingale vanishing at zero) is developed. A number of previous results from the previous three articles on the list can be deduced.

The results are applied to the robust hedging of a forward start digital option. 19. 11 Some applications 11 51 Some applications The Skorokhod embedding problem is quite remarkable as it exists in the literature for over 40 years by now, but it still comes back in various forms, it poses new challenges and is used for new applications. A thorough account of applications of this problem would require at least as much space as we have taken so far to describe the problem itself and its solutions.

Une solution simple au probl`eme de Skorokhod. In S´eminaire de Probabilit´es, XIII (Univ. , pages 90–115. Springer, Berlin, 1979. [4] R. F. Bass. Skorokhod imbedding via stochastic integrals. , pages 221–224. Springer, Berlin, 1983. [5] J. R. Baxter and R. V. Chacon. Potentials of stopped distributions. Illinois J. , 18:649–656, 1974. [6] J. Bertoin and Y. Le Jan. Representation of measures by balayage from a regular recurrent point. Ann. , 20(1):538–548, 1992. [7] D. Blackwell and L. E. Dubins.

Download PDF sample

The Skorokhod embedding problem and its offspring by Oblog J.

by Thomas

Rated 4.53 of 5 – based on 16 votes