A note on the planar Skorokhod embedding problem
Probability
2025-12-23 v1
Abstract
The planar Skorokhod embedding problem was first proposed and solved by R. Gross in 2019 [#gross2019]. Gross worked with probability distributions having finite second moment. In [#boudabra2019remarks, #Boudabra2020], the solutions extended to all distributions with a finite moment for . The case remained uncovered since then. In this note we show that the planar Skorokhod embedding problem is solvable for when the Hilbert transform of its quantile function is integrable, effectively closing this line of investigation.
Cite
@article{arxiv.2512.18353,
title = {A note on the planar Skorokhod embedding problem},
author = {Maher Boudabra},
journal= {arXiv preprint arXiv:2512.18353},
year = {2025}
}
Comments
To appear in Bulletin of the Australian Mathematical Society, God willing