ON THE CONTINUITY OF THE ROOT BARRIER

Erhan Bayraktar; Thomas Bernhardt

doi:10.1090/proc/15765

ON THE CONTINUITY OF THE ROOT BARRIER

Erhan Bayraktar, Thomas Bernhardt

Probability

University of Michigan

Research output: Contribution to journal › Article › peer-review

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Abstract

We show that the barrier function in Root's solution to the Skorokhod embedding problem is continuous and finite at every point where the target measure has no atom and its absolutely continuous part is locally bounded away from zero.

Original language	English
Pages (from-to)	3133-3145
Number of pages	13
Journal	Proceedings of the American Mathematical Society
Volume	150
Issue number	7
Early online date	7 Apr 2022
DOIs	https://doi.org/10.1090/proc/15765
Publication status	Published - 1 Jul 2022

Keywords

barrier function
continuity
Root's solution
Skorokhod embedding problem

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10.1090/proc/15765

2010.14695v3

Cite this

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ON THE CONTINUITY OF THE ROOT BARRIER

Abstract

Keywords

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