Lipschitz continuous processes for given marginals.

DOI10.1016/S0167-7152(02)00423-6zbMath1171.60339MaRDI QIDQ1423269

Daniel Dubischar

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Multivariate distributionsProbability metrics and dualityStochastic processes with given marginals

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Measures of association (correlation, canonical correlation, etc.) (62H20) General theory of stochastic processes (60G07) Sample path properties (60G17)

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