An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181)
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scientific article; zbMATH DE number 6610064
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| English | An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint |
scientific article; zbMATH DE number 6610064 |
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An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (English)
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8 August 2016
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martingale
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optimal transport
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Brenier's theorem
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fake Brownian motion
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0.8470998406410217
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0.8402191400527954
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0.8278164267539978
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0.7613887190818787
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0.7609040141105652
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