On Strassen's theorem for support functions

DOI10.1214/24-ECP618MaRDI QIDQ6628944zbMATH OpenFDO

Authors Stefan Schrott, Daniel Toneian

Publication date 29 October 2024

Published in Electronic Communications in Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1214/24-ECP618

zbMATH Keywords

convex orderStrassen's theoremsupport functions

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Probabilistic measure theory (60A10) Generalizations of martingales (60G48)

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Cited in

(2)

• Applications of Strassen's theorem and Choquet theory to optimal transport problems, to uniformly convex functions and to uniformly smooth functions
• Backward and forward Wasserstein projections in stochastic order

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