论文标题
通过概率手段切换身份
Switching Identities by Probabilistic Means
论文作者
论文摘要
切换身份在潜在理论和随机分析中具有悠久的历史。在Cox和Wang的最新工作中，使用切换身份来连接最佳停止问题和Skorokhod嵌入问题（SEP）。通常，使用深层分析连接得出此表单的切换识别。在本文中，我们使用一个简单的概率参数证明了开关身份，该参数进一步突出了以前未开发的对称性在sep的根和ROST解之间的对称性。
Switching identities have a long history in potential theory and stochastic analysis. In recent work of Cox and Wang, a switching identity was used to connect an optimal stopping problem and the Skorokhod embedding problem (SEP). Typically switching identies of this form are derived using deep analytic connections. In this paper, we prove the switching identities using a simple probabilistic argument, which furthermore highlights a previously unexplored symmetry between the Root and Rost solutions to the SEP.
