On the continuity of the root barrier

Bayraktar, Erhan; Bernhardt, Thomas

doi:10.1090/proc/15765

On the continuity of the root barrier
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by Erhan Bayraktar and Thomas Bernhardt PDF

Proc. Amer. Math. Soc. 150 (2022), 3133-3145

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.

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