Transport plans with domain constraints (Q2045149)
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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)
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11 August 2021
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martingale optimal transport
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domain constraints
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bounded volatility/quadratic variation
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\(G\)-expectations
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Kantorovich duality
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monotonicity principle
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0.8249785304069519
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0.8203557729721069
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0.8197585940361023
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0.8031553626060486
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0.8011872172355652
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