A Benamou-Brenier formulation of martingale optimal transport (Q2325339): Difference between revisions

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Latest revision as of 13:33, 20 July 2024

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A Benamou-Brenier formulation of martingale optimal transport
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    A Benamou-Brenier formulation of martingale optimal transport (English)
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    25 September 2019
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    Fokker-Planck equations
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    martingale optimal transport
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    martingale problem
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    porous medium equation
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    Strassen's theorem
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