Structure of optimal martingale transport plans in general dimensions (Q1731886)

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Structure of optimal martingale transport plans in general dimensions
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    Statements

    title
    Structure of optimal martingale transport plans in general dimensions (English)
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    author
    Nassif Ghoussoub
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    Young-Heon Kim
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    Tongseok Lim
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    publication date
    14 March 2019
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    zbMATH Keywords
    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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    Identifiers

    DOI
    10.1214/18-AOP1258
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    Mathematics Subject Classification ID
    60G42
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    49Q22
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    49N15
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    zbMATH DE Number
    7036335
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    arXiv ID
    1508.01806
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