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 language | English |
|---|---|
| Article number | 129641 |
| Journal | Journal of Mathematical Analysis and Applications |
| Volume | 551 |
| Issue number | 1 |
| DOIs | |
| State | Published - 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