Vadim Platonov - The optimality as a geometric characterization for Skorokhod embedding

Formulated in 1961 Skorokhod embedding problem was grown out in various solutions. As certain of them possess an unique optimality property, the geometry characterization was made for the first time (M. Beiglboeck, M.G. Cox, M. Huesmann, 2016). Since an original problem is sufficiently based of Brownian construction, new embedding method could be proposed for Feller processes.