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

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Revision as of 01:06, 5 March 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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