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arXiv · 2412.02913

On the boundedness of Gross' solution to the planar Skorokhod embedding problem

Maher Boudabra·Dhaker Kroumi·Boubaker Smii
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Abstract

In this work, we investigate the problem of the boundedness of the Gross' solutions of the planar Skorokhod embedding problem, where we show that the solution is bounded under some mild conditions on the underlying probability distribution.

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Maher Boudabra, Dhaker Kroumi, Boubaker Smii. 2024-12-03. On the boundedness of Gross' solution to the planar Skorokhod embedding problem. https://arxiv.org/abs/2412.02913

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