# The Skorokhod embedding problem and its offspring.

Probability Surveys [electronic only] (2004)

- Volume: 1, page 321-392
- ISSN: 1549-5787

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topObłój, Jan. "The Skorokhod embedding problem and its offspring.." Probability Surveys [electronic only] 1 (2004): 321-392. <http://eudml.org/doc/229830>.

@article{Obłój2004,

author = {Obłój, Jan},

journal = {Probability Surveys [electronic only]},

keywords = {Skorokhod embedding problem; Chacon-Walsh embedding; Azéma-Yor embedding; root embedding; stopping times; optimal stopping; one-dimensional potential theory},

language = {eng},

pages = {321-392},

publisher = {Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society},

title = {The Skorokhod embedding problem and its offspring.},

url = {http://eudml.org/doc/229830},

volume = {1},

year = {2004},

}

TY - JOUR

AU - Obłój, Jan

TI - The Skorokhod embedding problem and its offspring.

JO - Probability Surveys [electronic only]

PY - 2004

PB - Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society

VL - 1

SP - 321

EP - 392

LA - eng

KW - Skorokhod embedding problem; Chacon-Walsh embedding; Azéma-Yor embedding; root embedding; stopping times; optimal stopping; one-dimensional potential theory

UR - http://eudml.org/doc/229830

ER -

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