An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:06, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint |
scientific article |
Statements
An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (English)
0 references
8 August 2016
0 references
martingale
0 references
optimal transport
0 references
Brenier's theorem
0 references
fake Brownian motion
0 references