%0 Generic %1 obloj2004skorokhod %A Obłój, Jan %D 2004 %K Brownian_motion Skorohod_embedding probability_theory random_walk review %T The Skorokhod embedding problem and its offspring %U http://www.i-journals.org/ps/viewarticle.php?id=21&layout=abstract %X This is a survey about the Skorokhod embedding problem. It presents all known solutions together with their properties and some applications. Some of the solutions are just described, while others are studied in detail and their proofs are presented. A certain unification of proofs, thanks to real potential theory, is made. Some new facts which appeared in a natural way when different solutions were cross-examined, are reported. Azema and Yor's and Root's solutions are studied extensively. A possible use of the latter is suggested together with a conjecture.

@misc{obloj2004skorokhod, abstract = {This is a survey about the Skorokhod embedding problem. It presents all known solutions together with their properties and some applications. Some of the solutions are just described, while others are studied in detail and their proofs are presented. A certain unification of proofs, thanks to real potential theory, is made. Some new facts which appeared in a natural way when different solutions were cross-examined, are reported. Azema and Yor's and Root's solutions are studied extensively. A possible use of the latter is suggested together with a conjecture.}, added-at = {2015-02-22T23:18:19.000+0100}, author = {Obłój, Jan}, biburl = {https://www.bibsonomy.org/bibtex/298787e8adb67b44d06a0126757704f42/peter.ralph}, id = {http://www.i-journals.org/ps/viewarticle.php?id=21}, interhash = {a9d8671773ca7faf6edd4e62b1c22e50}, intrahash = {98787e8adb67b44d06a0126757704f42}, keywords = {Brownian_motion Skorohod_embedding probability_theory random_walk review}, timestamp = {2015-02-22T23:18:19.000+0100}, title = {The {Skorokhod} embedding problem and its offspring}, type = {Peer-Reviewed Article}, url = {http://www.i-journals.org/ps/viewarticle.php?id=21&layout=abstract}, year = 2004 }