| Publication | Date of Publication | Type |
|---|
The Wasserstein space of stochastic processes
Journal of the European Mathematical Society (JEMS) | 2026-02-25 | Paper |
Change of numeraire for weak martingale transport
Stochastic Processes and their Applications | 2025-12-09 | Paper |
Obituary: Reinhard Winkler 1964--2021
Internationale Mathematische Nachrichten | 2024-10-22 | Paper |
The most exciting game
Electronic Communications in Probability | 2024-09-03 | Paper |
Stability of the weak martingale optimal transport problem
The Annals of Applied Probability | 2024-01-19 | Paper |
Faking Brownian motion with continuous Markov martingales
Finance and Stochastics | 2024-01-02 | Paper |
| The Knothe-Rosenblatt distance and its induced topology | 2023-12-27 | Paper |
Weak transport for non‐convex costs and model‐independence in a fixed‐income market
Mathematical Finance | 2023-09-28 | Paper |
| The structure of martingale Benamou$-$Brenier in $\mathbb{R}^{d}$ | 2023-06-19 | Paper |
| The most exciting game | 2023-05-23 | Paper |
| Denseness of biadapted Monge mappings | 2022-10-27 | Paper |
Approximation of martingale couplings on the line in the adapted weak topology
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2022-05-20 | Paper |
Fine properties of the optimal Skorokhod embedding problem
Journal of the European Mathematical Society (JEMS) | 2022-03-29 | Paper |
Estimating processes in adapted Wasserstein distance
The Annals of Applied Probability | 2022-03-21 | Paper |
The potential of the shadow measure
Electronic Communications in Probability | 2022-03-11 | Paper |
From Bachelier to Dupire via optimal transport
Finance and Stochastics | 2022-02-01 | Paper |
Shadow couplings
Transactions of the American Mathematical Society | 2021-06-08 | Paper |
| The Wasserstein space of stochastic processes | 2021-04-29 | Paper |
Fundamental properties of process distances
Stochastic Processes and their Applications | 2020-09-02 | Paper |
The geometry of multi-marginal Skorokhod embedding
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2020-04-21 | Paper |
Existence, duality, and cyclical monotonicity for weak transport costs
Calculus of Variations and Partial Differential Equations | 2019-11-07 | Paper |
Dual attainment for the martingale transport problem
Bernoulli | 2019-06-14 | Paper |
Dual attainment for the martingale transport problem
Bernoulli | 2019-06-14 | Paper |
A land of monotone plenty
ANNALI SCUOLA NORMALE SUPERIORE - CLASSE DI SCIENZE | 2019-05-02 | Paper |
Geometry of distribution-constrained optimal stopping problems
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2018-11-21 | Paper |
| Denseness of adapted processes among causal couplings | 2018-05-08 | Paper |
Causal transport in discrete time and applications
SIAM Journal on Optimization | 2018-01-10 | Paper |
Complete duality for martingale optimal transport on the line
The Annals of Probability | 2017-11-24 | Paper |
Complete duality for martingale optimal transport on the line
The Annals of Probability | 2017-11-24 | Paper |
Pathwise superreplication via Vovk's outer measure
Finance and Stochastics | 2017-10-23 | Paper |
Monotone martingale transport plans and Skorokhod embedding
Stochastic Processes and their Applications | 2017-09-07 | Paper |
| Measure-valued martingales and optimality of Bass-type solutions to the Skorokhod Embedding Problem | 2017-08-23 | Paper |
Root to Kellerer
Lecture Notes in Mathematics | 2017-06-22 | Paper |
Optimal transport and Skorokhod embedding
Inventiones Mathematicae | 2017-06-07 | Paper |
On a problem of optimal transport under marginal martingale constraints
The Annals of Probability | 2016-04-21 | Paper |
On a problem of optimal transport under marginal martingale constraints
The Annals of Probability | 2016-04-21 | Paper |
A model-free version of the fundamental theorem of asset pricing and the super-replication theorem
Mathematical Finance | 2016-04-14 | Paper |
On the Duality Theory for the Monge-Kantorovich Transport Problem
(available as arXiv preprint) | 2016-01-27 | Paper |
Cyclical monotonicity and the ergodic theorem
Ergodic Theory and Dynamical Systems | 2015-07-13 | Paper |
Pathwise versions of the Burkholder-Davis-Gundy inequality
Bernoulli | 2015-05-19 | Paper |
Pathwise versions of the Burkholder-Davis-Gundy inequality
Bernoulli | 2015-05-19 | Paper |
Martingale inequalities and deterministic counterparts
Electronic Journal of Probability | 2015-02-03 | Paper |
| scientific article; zbMATH DE number 6288995 (Why is no real title available?) | 2014-04-25 | Paper |
Riemann-integration and a new proof of the Bichteler-Dellacherie theorem
Stochastic Processes and their Applications | 2014-02-07 | Paper |
A trajectorial interpretation of Doob's martingale inequalities
The Annals of Applied Probability | 2013-09-05 | Paper |
A trajectorial interpretation of Doob's martingale inequalities
The Annals of Applied Probability | 2013-09-05 | Paper |
Model-independent bounds for option prices -- a mass transport approach
Finance and Stochastics | 2013-07-18 | Paper |
A generalized dual maximizer for the Monge-Kantorovich transport problem
ESAIM: Probability and Statistics | 2013-05-14 | Paper |
Utility maximization, risk aversion, and stochastic dominance
Mathematics and Financial Economics | 2013-02-26 | Paper |
Utility maximization, risk aversion, and stochastic dominance
Mathematics and Financial Economics | 2013-02-26 | Paper |
An ultrafilter approach to Jin's theorem
Israel Journal of Mathematics | 2012-11-19 | Paper |
Transfinite approximation of Hindman's theorem
Israel Journal of Mathematics | 2012-11-13 | Paper |
Duality for rectified cost functions
Calculus of Variations and Partial Differential Equations | 2012-09-27 | Paper |
A general duality theorem for the Monge-Kantorovich transport problem
Studia Mathematica | 2012-06-06 | Paper |
A short proof of the Doob-Meyer theorem
Stochastic Processes and their Applications | 2012-06-01 | Paper |
| A Simple Proof of the Bichteler-Dellacherie Theorem | 2012-01-10 | Paper |
A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage
The Annals of Probability | 2012-01-09 | Paper |
Duality for Borel measurable cost functions
Transactions of the American Mathematical Society | 2011-08-04 | Paper |
Is the minimum value of an option on variance generated by local volatility?
SIAM Journal on Financial Mathematics | 2011-05-02 | Paper |
Sumset phenomenon in countable amenable groups
Advances in Mathematics | 2010-01-05 | Paper |
Arithmetic progressions in abundance by combinatorial tools
Proceedings of the American Mathematical Society | 2009-11-24 | Paper |
| On the Duality Theory for the Monge--Kantorovich Transport Problem | 2009-11-23 | Paper |
Solvability of Rado systems in \(D\)-sets
Topology and its Applications | 2009-11-05 | Paper |
CLONES FROM IDEALS
International Journal of Algebra and Computation | 2009-06-30 | Paper |
Optimal and better transport plans
Journal of Functional Analysis | 2009-04-08 | Paper |
A variant of the Hales-Jewett theorem
Bulletin of the London Mathematical Society | 2008-08-11 | Paper |
Strong characterizing sequences of countable groups
Journal of Number Theory | 2008-02-04 | Paper |
Some new results in multiplicative and additive Ramsey theory
Transactions of the American Mathematical Society | 2007-11-30 | Paper |
A Multidimensional Central Sets Theorem
Combinatorics, Probability and Computing | 2007-02-07 | Paper |
Multiplicative structures in additively large sets
Journal of Combinatorial Theory. Series A | 2006-12-07 | Paper |
Sequences and filters of characters characterizing subgroups of compact Abelian groups
Topology and its Applications | 2006-06-16 | Paper |
Representing General Stochastic Processes as Martingale Laws
(available as arXiv preprint) | N/A | Paper |
