Journal Article

A Connection of the Brascamp-Lieb Inequality with Skorokhod Embedding

Electronic Communications in Probability (2014) 19
DOI: 10.1214/ECP.v19-3025
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Abstract

We reveal a connection of the Brascamp-Lieb inequality with Skorokhod embedding. Error bounds for the inequality in terms of the variance are also provided.

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APA

Hariya, Y. (2014). A Connection of the Brascamp-Lieb Inequality with Skorokhod Embedding. Electronic Communications in Probability, 19. https://doi.org/10.1214/ECP.v19-3025

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