Skorokhod energy of planar domains
Probability
2025-04-01 v2
Abstract
In this work, we introduce the Skorokhod energy of a simply connected domain. We show that among all domains solving the planar Skorokhod embedding problem, Gross solution generates the domain with the minimal Skorokhod energy.
Keywords
Cite
@article{arxiv.2403.05863,
title = {Skorokhod energy of planar domains},
author = {Mrabet Becher and Maher Boudabra and Fathi Haggui},
journal= {arXiv preprint arXiv:2403.05863},
year = {2025}
}