A potential-based construction of the increasing supermartingale coupling

DOI10.1214/22-aap1907zbMath1529.60036arXiv2108.03450OpenAlexW3190586464MaRDI QIDQ6187478

Shuoqing Deng, Dominykas Norgilas, Erhan Bayraktar

Publication date: 15 January 2024

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.03450

zbMATH Keywords

supermartingalescouplingsoptimal transport

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Optimal transportation (49Q22)

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