Supermartingale shadow couplings: the decreasing case (Q6178554)

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scientific article; zbMATH DE number 7788879
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English
Supermartingale shadow couplings: the decreasing case
scientific article; zbMATH DE number 7788879

    Statements

    title
    Supermartingale shadow couplings: the decreasing case (English)
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    author
    Erhan Bayraktar
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    Shuoqing Deng
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    Dominykas Norgilas
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    published in
    Bernoulli
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    publication date
    16 January 2024
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    zbMATH Keywords
    Brenier's theorem
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    convex-decreasing order
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    optimal transport
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    peacocks
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    stability
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    supermartingales
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    cites work
    Shadow couplings
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    Q5560061
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    Q3797433
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    Potential Processes
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    Q4095636
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    Q4213425
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    Q4769744
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    Convex Analysis
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    Optimal Transport
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    Identifiers

    arXiv ID
    2207.11732
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    Mathematics Subject Classification ID
    60G42
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    60G44
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    91G20
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    60G40
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    49Q20
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    zbMATH DE Number
    7788879
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    OpenAlex ID
    W4388514237
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    DOI
    10.3150/23-BEJ1592
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