D. G. Hobson

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Papers (2)

1. A unifying class of Skorokhod embeddings: connecting the Azema-Yor and Vallois embeddings math.PR · 2005 · author #2
2. An Optimal Skorokhod Embedding for Diffusions math.PR · 2002 · author #2

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Frequent Coauthors

• A. M. G. Cox 2 shared papers