W. Margheriti

MaRDI QIDQ2024523zbMATH OpenFDO

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
Stability of the weak martingale optimal transport problem The Annals of Applied Probability	2024-01-19	Paper
One Dimensional Martingale Rearrangement Couplings ESAIM: Probability and Statistics	2023-08-21	Paper
Lipschitz continuity of the Wasserstein projections in the convex order on the line Electronic Communications in Probability	2023-08-02	Paper
Approximation of martingale couplings on the line in the adapted weak topology Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2022-05-20	Paper
Martingale Wasserstein inequality for probability measures in the convex order Bernoulli	2022-05-16	Paper
Martingale Wasserstein inequality for probability measures in the convex order Bernoulli	2022-05-16	Paper
A new family of one dimensional martingale couplings Electronic Journal of Probability	2021-05-04	Paper
A new family of one dimensional martingale couplings Electronic Journal of Probability	2021-05-04	Paper
Martingale Wasserstein inequality for probability measures in the convex order (available as arXiv preprint)	2020-11-23	Paper

Research outcomes over time

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