Title	Skorokhod problem for Lévy Processes
Creator	Döring, Leif
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2016-11-10T11:00
Description	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.
Extent	37 minutes
Subject	Mathematics; Probability theory and stochastic processes; Functional analysis; Probability / statistical mechanics
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: University of Manheim
Series	BIRS Workshop Lecture Videos (Oaxaca de Juárez (Mexico))
Date Available	2017-06-18
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0348337
URI	http://hdl.handle.net/2429/62019
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/4.0/
Aggregated Source Repository	DSpace

Open Collections

BIRS Workshop Lecture Videos