A Benamou-Brenier formulation of martingale optimal transport (Q2325339)
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scientific article; zbMATH DE number 7110110
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| English | A Benamou-Brenier formulation of martingale optimal transport |
scientific article; zbMATH DE number 7110110 |
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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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0.868008017539978
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0.8637804388999939
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0.7955836653709412
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0.7907564043998718
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0.7890370488166809
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