Causal Transport in Discrete Time and Applications (Q4602344): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Q5386174 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4528020 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A land of monotone plenty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Model-independent bounds for option prices -- a mass transport approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Triangular transformations of measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3415147 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic optimal control. The discrete time case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Duality for Borel measurable cost functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: From Knothe's Transport to Brenier's Map and a Continuation Method for Optimal Transport / rank
 
Normal rank
Property / cites work
 
Property / cites work: Transportation cost-information inequalities and applications to random dynamical systems and diffusions. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingale optimal transport and robust hedging in continuous time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space / rank
 
Normal rank
Property / cites work
 
Property / cites work: A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Transport Inequalities. A Survey / rank
 
Normal rank
Property / cites work
 
Property / cites work: Kantorovich duality for general transport costs and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: ROBUST BOUNDS FOR FORWARD START OPTIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2774021 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Contributions to the theory of convex bodies / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2756809 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A convexity principle for interacting gases / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Characterization of the Knothe--Rosenblatt Processes by a Convergence Result / rank
 
Normal rank
Property / cites work
 
Property / cites work: Version-Independence and Nested Distributions in Multistage Stochastic Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Distance For Multistage Stochastic Optimization Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multistage Stochastic Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic generation of scenario trees / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4830009 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Wasserstein distance and approximation theorems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variational Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2925334 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Transportation cost for Gaussian and other product measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3341599 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4805362 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Transport / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the uniqueness of solutions of stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Monge-Kantorovich problem with additional linear constraints / rank
 
Normal rank

Revision as of 22:51, 14 July 2024

scientific article; zbMATH DE number 6823617
Language Label Description Also known as
English
Causal Transport in Discrete Time and Applications
scientific article; zbMATH DE number 6823617

    Statements

    Causal Transport in Discrete Time and Applications (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    10 January 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    optimal transport
    0 references
    causality
    0 references
    nested distance
    0 references
    general transport costs
    0 references
    Knothe-Rosenblatt rearrangement
    0 references
    transport inequalities
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references