Abstract
We investigate the connection between Rost’s solution of the Skorokhod embedding problem and a suitable family of optimal stopping problems for Brownian motion with nite time-horizon. In particular we prove by probabilistic methods and stochastic calculus that the time reversal of the optimal stopping sets for such problems form the so-called Rost’s reversed barrier. MSC2010: 60G40, 60J65, 60J55, 35R35.
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