On Skorokhod Embeddings and Poisson Equations

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Author
Döring, Leif
Gonon, Lukas
Prömel, David J.
Reichmann, Oleg
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Date
2017
Type
  • Working Paper
Publication status
published
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Journal / series
arXiv
Pages / Article No.
arXiv:1703.05673
Publisher
Cornell University
Subject
Fokker-Planck equation, Levy process, Markov process, Sk orokhod embedding problem, random time-change
Organisational unit
03845 - Teichmann, Josef / Teichmann, Josef  
Notes
Submitted on 16 March 2017
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