Related papers: The Skorokhod embedding problem and its offspring
This dissertation presents new results on three different themes all related to matroid polytopes. First we investigate properties of Ehrhart polynomials of matroid polytopes, independence matroid polytopes, and polymatroids. We prove that…
This paper discusses the role of the Skorokhod space and the convergence of probability measures on it in some recent studies of the foundations of quantum mechanics, both in the conventional setting over the real number field and in the…
We show that a certain integral representation of the one-sided Skorokhod reflection of a continuous bounded variation function characterizes the reflection in that it possesses a unique maximal solution which solves the Skorokhod…
The aim of this paper is to extend the coisotropic embedding theorem obtained by M. J. Gotay for pre-symplectic manifolds to more general geometric settings: cosymplectic, contact, cocontact, $k$-symplectic, $k$-cosymplectic, $k$-contact,…
Switching identities have a long history in potential theory and stochastic analysis. In recent work of Cox and Wang, a switching identity was used to connect an optimal stopping problem and the Skorokhod embedding problem (SEP). Typically…
In this article, we discuss and survey the recent progress towards the Schottky problem, and make some comments on the relations between the Andr{\'e}-Oort conjecture, Okounkov convex bodies, Coleman's conjecture, stable modular forms,…
The third named author has been developing a theory of "higher" symplectic capacities. These capacities are invariant under taking products, and so are well-suited for studying the stabilized embedding problem. The aim of this note is to…
In this paper we propose a unified approach, based on limiting interpolation, to investigate the embeddings for the Sobolev space $(\dot{W}^k_p(\mathcal{X}))_0, \, \mathcal{X} \in \{\mathbb{R}^d, \mathbb{T}^d, \Omega\}$, in the subcritical…
We obtain bounds on the distribution of the maximum of a martingale with fixed marginals at finitely many intermediate times. The bounds are sharp and attained by a solution to $n$-marginal Skorokhod embedding problem in Ob{\l}\'oj and…
The conformal Skorokhod embedding problem (CSEP) is a planar variant of the classical problem where the solution is now a simply connected domain $D\subset\mathbb{C}$ whose exit time embeds a given probability distribution $\mu$ by…
We present a numerical framework to approximate the $\mu$-domain in the planar Skorokhod embedding problem (PSEP), recently appeared in \cite{gross2019}. Our approach investigates the continuity and convergence properties of the solutions…
Suppose $X$ is a time-homogeneous diffusion on an interval $I^X \subseteq \mathbb R$ and let $\mu$ be a probability measure on $I^X$. Then $\tau$ is a solution of the Skorokhod embedding problem (SEP) for $\mu$ in $X$ if $\tau$ is a…
Shephard (Canad. J. Math. 26: 302-321, 1974) proved a decomposition theorem for zonotopes yielding a simple formula for their volume. In this note we prove a generalization of this theorem yielding similar formulas for their intrinsic…
The Az\'{e}ma-Yor solution (resp., the Perkins solution) of the Skorokhod embedding problem has the property that it maximizes (resp., minimizes) the law of the maximum of the stopped process. We show that these constructions have a wider…
This is an expository article/encyclopedia entry explaining the history, techniques, and central results in the field of smooth ergodic theory.
Embedding models trained separately on similar data often produce representations that encode stable information but are not directly interchangeable. This lack of interoperability raises challenges in several practical applications, such…
Let $(Y,A)$ be a smooth rational surface or a possibly singular toric surface with ample divisor $A$. We show that a family of ECH-based, algebro-geometric invariants $c^{\text{alg}}_k(Y,A)$ proposed by Wormleighton obstruct symplectic…
This paper presents a gentle and informal introduction to the Skorokhod topologies. Focus is on motivating examples and concepts.
In this survey we present applications of the ideas of complement and neighborhood in the theory embeddings of manifolds into Euclidean space (in codimension at least three). We describe how the combination of these ideas gives a reduction…
We study the problem of stopping a Brownian motion at a given distribution $\nu$ while optimizing a reward function that depends on the (possibly randomized) stopping time and the Brownian motion. Our first result establishes that the set…