2024/02/28 by Boudabra, Maher, Hamza, Kais · 1 citation
#FOS: Mathematics #Probability (math.PR)
paper · doi:10.48550/arxiv.2402.18350
One of aims of this note is to capture the interest of the mathematical community to a novel transformation, which we shall call Brownian symmetrization. This transformation arises from the solution of the planar Skorokhod embedding problem. Brownian symmetrization shares some properties with the famous Steiner symmetrization. However, we show that these two transformations are not the same and they do not affect each other.