English

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 pthp^{th} moment for p>1p>1. The case p=1p=1 remained uncovered since then. In this note we show that the planar Skorokhod embedding problem is solvable for p=1p=1 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

R2 v1 2026-07-01T08:34:51.263Z