A Benamou-Brenier formulation of martingale optimal transport (Q2325339)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Benamou-Brenier formulation of martingale optimal transport |
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A Benamou-Brenier formulation of martingale optimal transport (English)
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25 September 2019
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Fokker-Planck equations
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martingale optimal transport
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martingale problem
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porous medium equation
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Strassen's theorem
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