Transport plans with domain constraints (Q2045149)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Transport plans with domain constraints |
scientific article; zbMATH DE number 7381031
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Transport plans with domain constraints |
scientific article; zbMATH DE number 7381031 |
Statements
Transport plans with domain constraints (English)
0 references
11 August 2021
0 references
martingale optimal transport
0 references
domain constraints
0 references
bounded volatility/quadratic variation
0 references
\(G\)-expectations
0 references
Kantorovich duality
0 references
monotonicity principle
0 references
0 references
0 references
0 references
0 references
0 references
0.8249785304069519
0 references
0.8203557729721069
0 references
0.8197585940361023
0 references
0.8031553626060486
0 references
0.8011872172355652
0 references
