Dominykas Norgilas

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Generalizing super/sub mot using weak ^1 transport Bernoulli	2026-05-28	Paper
The McCormick martingale optimal transport SIAM Journal on Financial Mathematics	2026-04-29	Paper
An injective martingale coupling Stochastic Processes and their Applications	2026-02-27	Paper
Supermartingale shadow couplings: the decreasing case Bernoulli	2024-01-16	Paper
A potential-based construction of the increasing supermartingale coupling The Annals of Applied Probability	2024-01-15	Paper
A potential-based construction of the increasing supermartingale coupling The Annals of Applied Probability	2024-01-15	Paper
Supermartingale Brenier's theorem with full-marginals constraint Frontiers of Mathematical Finance	2023-07-25	Paper
An injective martingale coupling	2023-03-02	Paper
A construction of the left-curtain coupling Electronic Journal of Probability	2022-12-08	Paper
The potential of the shadow measure Electronic Communications in Probability	2022-03-11	Paper
A construction of the left-curtain coupling (available as arXiv preprint)	2021-02-21	Paper
On the compensator in the Doob-Meyer decomposition of the Snell envelope SIAM Journal on Control and Optimization	2019-08-30	Paper
The left-curtain martingale coupling in the presence of atoms The Annals of Applied Probability	2019-05-22	Paper
The left-curtain martingale coupling in the presence of atoms The Annals of Applied Probability	2019-05-22	Paper
Robust bounds for the American put Finance and Stochastics	2019-04-24	Paper

Research outcomes over time

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