An FBSDE approach to the Skorokhod embedding problem for Gaussian processes with non-linear drift

DOI:	https://doi.org/10.1214/ejp.v20-3758
URL:	https://projecteuclid.org/euclid.ejp/1465067233
Additional URL:	https://arxiv.org/abs/1408.6390
Document Type:	Article
Year of publication:	2015
The title of a journal, publication series:	Electronic Journal of Probability : EJP
Volume:	20
Issue number:	Paper 127
Page range:	1-38
Place of publication:	Seattle, WA
Publishing house:	University of Washington, Mathematics Department
ISSN:	1083-6489
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Mathematical Finance (Prömel 2019-)
Subject:	510 Mathematics

Dieser Datensatz wurde nicht während einer Tätigkeit an der Universität Mannheim veröffentlicht, dies ist eine Externe Publikation.

BASE: Fromm, Alexander ; Imkeller, Peter ; Prömel, David J.

Google Scholar: Fromm, Alexander ; Imkeller, Peter ; Prömel, David J.

ORCID: Fromm, Alexander, Imkeller, Peter and Prömel, David J.

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