The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach

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Location: Deutsche Nationalbibliothek Frankfurt am Main

ISSN: 1432-2064

Extent: Online-Ressource

Language: Englisch

Notes: online resource.

Bibliographic citation: The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach ; day:10 ; month:2 ; year:2018 ; pages:1-49
Probability theory and related fields ; (10.2.2018), 1-49

Classification: Mathematik

Creator: Cox, Alexander M. G.

Contributor: Obłój, Jan
Touzi, Nizar
SpringerLink (Online service)

DOI: 10.1007/s00440-018-0833-1

URN: urn:nbn:de:1111-201804037453

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 14.08.2025, 10:47 AM CEST

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Cox, Alexander M. G.
Obłój, Jan
Touzi, Nizar
SpringerLink (Online service)

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The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach

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