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Maximising functionals of the joint law of the maximum and terminal value in the Skorokhod embedding problem
functionals of the joint law of the maximum terminal value Skorokhod
2011/2/22
The Skorokhod embedding problem for Brownian motion W is, given a centred probability measure , to nd a stopping time such that W . There exist many classical solutions to this problem, some o...
The Total Embedding Distributions of two Classes of Graphs
overlap matrix total embedding distribution cacti necklaces
2007/12/12
Total embedding distributions have been known for only a few classes of graphs. In this paper the total embedding distributions of the cacti and the necklaces are obtained. Furthermore we obtain the t...