Skorokhod energy of planar domains

Mrabet Becher, Maher Boudabra, Fathi Haggui*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

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, the Gross solution generates the domain with the minimal Skorokhod energy.

Original languageEnglish
Article number129641
JournalJournal of Mathematical Analysis and Applications
Volume551
Issue number1
DOIs
StatePublished - 1 Nov 2025

Bibliographical note

Publisher Copyright:
© 2025 Elsevier Inc.

Keywords

  • Planar Brownian motion
  • Planar Skorokhod embedding problem
  • Symmetric decreasing rearrangement

ASJC Scopus subject areas

  • Analysis
  • Applied Mathematics

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