An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181): Difference between revisions

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Property / DOI: 10.1016/j.spa.2016.03.003 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.spa.2016.03.003 / rank
 
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Latest revision as of 02:32, 10 December 2024

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An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint
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    An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (English)
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    8 August 2016
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    martingale
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    optimal transport
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    Brenier's theorem
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    fake Brownian motion
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