BIRS Workshop Lecture Videos
Skorokhod problem for Lévy Processes Döring, Leif
We discuss a new strategy to solve the Skorokhod problem which is generic in the sense that it can be applied to many Markov processes. For the special case of Lévy processes we derive necessary and sufficient conditions (extending earlier work of Bertoin and Le Jan) for the existence of a Skorodhod embedding with finite mean.
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