An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPA.2016.03.003 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPA.2016.03.003 / rank | |||
Normal rank | |||
Latest revision as of 02:32, 10 December 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
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
