An FBSDE approach to the Skorokhod embedding problem for Gaussian processes with non-linear drift

Míreanna comhchosúla

• The Skorokhod embedding problem and its offspring
  de réir: Obloj, J
  Foilsithe / Cruthaithe: (2004)
• On Skorokhod embeddings and Poisson equations
  de réir: Döring, L, et al.
  Foilsithe / Cruthaithe: (2019)
• An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes
  de réir: Obloj, J
  Foilsithe / Cruthaithe: (2007)
• An explicit Skorokhod embedding for spectrally negative Levy processes
  de réir: Obloj, J, et al.
  Foilsithe / Cruthaithe: (2007)
• An explicit Skorokhod embedding for functionals of Markovian excursions
  de réir: Obloj, J
  Foilsithe / Cruthaithe: (2016)