Structure of optimal martingale transport plans in general dimensions (Q1731886): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structure of optimal martingale transport plans in general dimensions |
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Structure of optimal martingale transport plans in general dimensions (English)
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14 March 2019
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optimal transport
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martingale
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Choquet boundary
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duality
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convex paving
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