On the continuity of the root barrier
| Autor: | Erhan Bayraktar, Thomas Bernhardt |
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| Rok vydání: | 2022 |
| Předmět: | |
| Zdroj: | University of Manchester-PURE |
| ISSN: | 1088-6826 0002-9939 |
| DOI: | 10.1090/proc/15765 |
| Popis: | We show that the barrier function in Root's solution to the Skorokhod embedding problem is continuous and finite at every point where the target measure has no atom and its absolutely continuous part is locally bounded away from zero. Comment: To appear in the Proceedings of the AMS. Keywords: Skorokhod embedding problem; Root's solution; barrier function; continuity |
| Databáze: | OpenAIRE |
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