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XLIII: 21, 451-503, LNM 2006 (2011)
HIRSCH, Francis; PROFETA, Christophe; ROYNETTE, Bernard; YOR, Marc
Constructing self-similar martingales via two Skorokhod embeddings (Martingale theory)
Keywords: Skorokhod embeddings, Hardy-Littlewood functions, Convex order, Schauder fixed point theorem, Self-similar martingales, Karamata's representation theorem
Nature: Original