Skorokhod energy of planar domains

Mrabet Becher; Maher Boudabra; Fathi Haggui

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arXiv · 2403.05863

Skorokhod energy of planar domains

Mrabet Becher·Maher Boudabra·Fathi Haggui

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Abstract

In this work, we introduce the Skorokhod energy of a simply connected domain. We show that among all domains solving the planar Skorokhod embedding problem, Gross solution generates the domain with the minimal Skorokhod energy.

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Mrabet Becher, Maher Boudabra, Fathi Haggui. 2024-03-09. Skorokhod energy of planar domains. https://arxiv.org/abs/2403.05863

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