{"paper":{"title":"The geometry of multi-marginal Skorokhod Embedding","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.PR"],"primary_cat":"math.PR","authors_text":"Alexander Cox, Martin Huesmann, Mathias Beiglboeck","submitted_at":"2017-05-26T09:59:38Z","abstract_excerpt":"The Skorokhod Embedding Problem (SEP) is one of the classical problems in the study of stochastic processes, with applications in many different fields (cf.~ the surveys \\cite{Ob04,Ho11}). Many of these applications have natural multi-marginal extensions leading to the \\emph{(optimal) multi-marginal Skorokhod problem} (MSEP). Some of the first papers to consider this problem are \\cite{Ho98b, BrHoRo01b, MaYo02}. However, this turns out to be difficult using existing techniques: only recently a complete solution was be obtained in \\cite{CoObTo15} establishing an extension of the Root constructio"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1705.09505","kind":"arxiv","version":1},"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"}