An injective martingale coupling

DOI10.1016/J.SPA.2026.104883MaRDI QIDQ6851240zbMATH OpenFDO

Authors David Hobson, Dominykas Norgilas

Publication date 27 February 2026

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2026.104883

zbMATH Keywords

convex ordermartingale couplingsStrassen's theorem

Mathematics Subject Classification ID

Probabilistic measure theory (60A10) Martingales with continuous parameter (60G44)

Cites work

• A construction of the left-curtain coupling
• An explicit martingale version of the one-dimensional Brenier theorem
• scientific article; zbMATH DE number 1210407 (Why is no real title available?)
• Martingale transports and Monge maps
• On a problem of optimal transport under marginal martingale constraints
• Robust bounds for forward start options
• Shadow couplings
• The Existence of Probability Measures with Given Marginals
• The left-curtain martingale coupling in the presence of atoms
• The potential of the shadow measure

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