2024/12/03 by Maher Boudabra, Boudabra, Maher, Dhaker Kroumi +3
Mathematics · Computer Science · #Spectral Theory in Mathematical Physics #Differential Equations and Boundary Problems #Advanced Mathematical Modeling in Engineering
paper · pdf · doi:10.48550/arxiv.2412.02913
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.