On the boundedness of Gross' solution to the planar Skorokhod embedding problem

TL;DR

This paper examines the boundedness of Gross' solutions to the planar Skorokhod embedding problem, demonstrating that solutions are bounded under certain mild conditions on the probability distribution.

Contribution

It establishes boundedness conditions for Gross' solutions in the planar Skorokhod embedding problem, providing new insights into their behavior.

Findings

Gross' solutions are bounded under mild distributional conditions

The results apply to a class of probability distributions in the planar setting

This work advances understanding of the properties of solutions to the Skorokhod embedding problem

Abstract

In this work, we investigate the problem of the boundedness of the Gross' solutions of the planar Skorokhod embedding problem, where we show that the solution is bounded under some mild conditions on the underlying probability distribution.