{"paper":{"title":"Fine Properties of the Optimal Skorokhod Embedding Problem","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.OC","q-fin.MF"],"primary_cat":"math.PR","authors_text":"Florian Stebegg, Marcel Nutz, Mathias Beiglb\\\"ock","submitted_at":"2019-03-09T23:14:44Z","abstract_excerpt":"We study the problem of stopping a Brownian motion at a given distribution $\\nu$ while optimizing a reward function that depends on the (possibly randomized) stopping time and the Brownian motion. Our first result establishes that the set $\\mathcal{T}(\\nu)$ of stopping times embedding $\\nu$ is weakly dense in the set $\\mathcal{R}(\\nu)$ of randomized embeddings. In particular, the optimal Skorokhod embedding problem over $\\mathcal{T}(\\nu)$ has the same value as the relaxed one over $\\mathcal{R}(\\nu)$ when the reward function is semicontinuous, which parallels a fundamental result about Monge ma"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1903.03887","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":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/1903.03887/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"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"}