On the boundedness of Gross' solution to the planar Skorokhod embedding problem
Probability
2024-12-05 v1
Abstract
In this work, we investigate the problem of the boundedness of the Gross' solutions of the planar Skorokhod embedding problem, where we show that the solution is bounded under some mild conditions on the underlying probability distribution.
Cite
@article{arxiv.2412.02913,
title = {On the boundedness of Gross' solution to the planar Skorokhod embedding problem},
author = {Maher Boudabra and Dhaker Kroumi and Boubaker Smii},
journal= {arXiv preprint arXiv:2412.02913},
year = {2024}
}