An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181)

From MaRDI portal





scientific article; zbMATH DE number 6610064
Language Label Description Also known as
default for all languages
No label defined
    English
    An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint
    scientific article; zbMATH DE number 6610064

      Statements

      An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (English)
      0 references
      0 references
      0 references
      8 August 2016
      0 references
      martingale
      0 references
      optimal transport
      0 references
      Brenier's theorem
      0 references
      fake Brownian motion
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers