{"paper":{"title":"The Skorokhod embedding problem for inhomogeneous diffusions","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Alexander Fromm, Goncalo dos Reis, Stefan Ankirchner, Stefan Engelhardt","submitted_at":"2018-10-11T16:04:12Z","abstract_excerpt":"We solve the Skorokhod embedding problem for a class of stochastic processes satisfying an inhomogeneous stochastic differential equation (SDE) of the form $d A_t =\\mu (t, A_t) d t + \\sigma(t, A_t) d W_t$. We provide sufficient conditions guaranteeing that for a given probability measure $\\nu$ on $\\mathbb{R}$ there exists a bounded stopping time $\\tau$ and a real $a$ such that the solution $(A_t)$ of the SDE with initial value $a$ satisfies $A_\\tau \\sim \\nu$. We hereby distinguish the cases where $(A_t)$ is a solution of the SDE in a weak or strong sense. Our construction of embedding stopping"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1810.05098","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}