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Title: On the continuity of the root barrier
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.  more » « less
Award ID(s):
2106556
PAR ID:
10335740
Author(s) / Creator(s):
;
Date Published:
Journal Name:
Proceedings of the American Mathematical Society
Volume:
150
Issue:
757
ISSN:
0002-9939
Page Range / eLocation ID:
3133 to 3145
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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