Quantization and martingale couplings (Q5026465)
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scientific article; zbMATH DE number 7470628
Language | Label | Description | Also known as |
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English | Quantization and martingale couplings |
scientific article; zbMATH DE number 7470628 |
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8 February 2022
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quantization
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martingale coupling
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weak martingale optimal transport
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adapted Wasserstein distance
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math.PR
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