Publisher
Bernoulli Society for Mathematical Statistics and Probability
Subject
Statistics and Probability
Cited by
8 articles.
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1. Shadows and barriers;The Annals of Applied Probability;2024-02-01
2. A free boundary characterisation of the Root barrier for Markov processes;Probability Theory and Related Fields;2021-05-06
3. Embedding of Walsh Brownian motion;Stochastic Processes and their Applications;2021-04
4. Optimal embeddings by unbiased shifts of Brownian motion;Bulletin of the London Mathematical Society;2017-02-09
5. Robust Hedging of Options on Local Time;SSRN Electronic Journal;2015