Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: The Skorokhod embedding problem for inhomogeneous diffusions   We solve the Skorokhod embedding problem for a class of stochastic processes
satisfying an inhomogeneous stochastic differential equation (SDE) of the form
$d A_t =\mu (t, A_t) d t + \sigma(t, A_t) d W_t$. We provide sufficient
conditions guaranteeing that for a given probability measure $\nu$ on
$\mathbb{R}$ there exists a bounded stopping time $\tau$ and a real $a$ such
that the solution $(A_t)$ of the SDE with initial value $a$ satisfies $A_\tau
\sim \nu$. We hereby distinguish the cases where $(A_t)$ is a solution of the
SDE in a weak or strong sense. Our construction of embedding stopping times is
based on a solution of a fully coupled forward-backward SDE. We use the
so-called method of decoupling fields for verifying that the FBSDE has a unique
solution. Finally, we sketch an algorithm for putting our theoretical
construction into practice and illustrate it with a numerical experiment.

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The categories of this paper are: nucl-th
33
The categories of this paper are: plasm-ph
16
The categories of this paper are: stat
34
The categories of this paper are: chem-ph
21
The categories of this paper are: adap-org
1
The categories of this paper are: cs
13
The categories of this paper are: quant-ph
32
The categories of this paper are: atom-ph
4
The categories of this paper are: cond-mat
22
The categories of this paper are: chao-dyn
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The categories of this paper are: alg-geom
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The categories of this paper are: funct-an
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The categories of this paper are: eess
3
The categories of this paper are: physics
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The categories of this paper are: acc-phys
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The categories of this paper are: nucl-ex