Pages that link to "Item:Q1731886"

The following pages link to Structure of optimal martingale transport plans in general dimensions (Q1731886):

Displaying 27 items.

• Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference (Q828049) (← links)
• Optimal martingale transport between radially symmetric marginals in general dimensions (Q1986007) (← links)
• A solution to the Monge transport problem for Brownian martingales (Q2039418) (← links)
• Kantorovich problems with a parameter and density constraints (Q2071582) (← links)
• Convex order, quantization and monotone approximations of ARCH models (Q2100004) (← links)
• An optimal transport problem with backward martingale constraints motivated by insider trading (Q2117442) (← links)
• Stability of martingale optimal transport and weak optimal transport (Q2117461) (← links)
• Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
• Instability of martingale optimal transport in dimension \(\mathrm{d}\ge 2\) (Q2135494) (← links)
• Approximation of martingale couplings on the line in the adapted weak topology (Q2140003) (← links)
• The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
• Martingale Benamou-Brenier: a probabilistic perspective (Q2212593) (← links)
• Computational methods for martingale optimal transport problems (Q2299581) (← links)
• Multiperiod martingale transport (Q2301489) (← links)
• A Benamou-Brenier formulation of martingale optimal transport (Q2325339) (← links)
• Dual attainment for the martingale transport problem (Q2419652) (← links)
• PDE methods for optimal Skorokhod embeddings (Q2421278) (← links)
• Irreducible convex paving for decomposition of multidimensional martingale transport plans (Q2421828) (← links)
• Optimal control of martingales in a radially symmetric environment (Q2698480) (← links)
• Optimal stopping of stochastic transport minimizing submartingale costs (Q3382260) (← links)
• Applications of Strassen's theorem and Choquet theory to optimal transport problems, to uniformly convex functions and to uniformly smooth functions (Q6097522) (← links)
• Geometry of vectorial martingale optimal transportations and duality (Q6120844) (← links)
• Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces (Q6126809) (← links)
• Stability of the weak martingale optimal transport problem (Q6139683) (← links)
• On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
• One Dimensional Martingale Rearrangement Couplings (Q6175891) (← links)
• A potential-based construction of the increasing supermartingale coupling (Q6187478) (← links)