Skorokhod energy of planar domains

2024/03/09 by Mrabet Becher, Becher, Mrabet, Maher Boudabra +3 · 1 citation
Mathematics · #Analytic and geometric function theory #FOS: Mathematics #Probability (math.PR)

paper · pdf · doi:10.48550/arxiv.2403.05863

openalex publication_date 2024/03/09 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this work, we introduce the Skorokhod energy of a simply connected domain. We show that among all domains solving the planar Skorokhod embedding problem, Gross solution generates the domain with the minimal Skorokhod energy.

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• Optimal design for the planar Skorokhod embedding problem

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