Quantization and martingale couplings (Q5026465): Difference between revisions

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Revision as of 21:51, 19 April 2024

scientific article; zbMATH DE number 7470628
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Quantization and martingale couplings
scientific article; zbMATH DE number 7470628

    Statements

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    8 February 2022
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    quantization
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    martingale coupling
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    weak martingale optimal transport
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    adapted Wasserstein distance
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    math.PR
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