On Skorokhod Embeddings and Poisson Equations
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Author / Producer
Date
2017
Publication Type
Working Paper
ETH Bibliography
yes
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published
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Publisher
Cornell University
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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