 In particular, we construct Azema-Yor martingales with a given terminal law and this allows us to rediscover the Azema-Yor solution to the Skorokhod embedding problem.
<fluency>  In particular, we construct Azema-Yor martingales with a given terminal law and this allows us to rediscover the Azema-Yor solution to the Skorokhod embedding problem.
 In particular, we construct Az\'ema-Yor martingales with a given terminal law and this allows us to rediscover the Azema-Yor solution to the Skorokhod embedding problem.