A representation of the Kantorovich-functional

DOI10.1007/BF02213735zbMATH Open0840.60007OpenAlexW2048803631MaRDI QIDQ1908206FDOQ1908206

Daniel Rost, Christian Wieckenberg

Publication date: 26 February 1996

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02213735

zbMATH Keywords

duality theoremKantorovich-Rubinstein theorem

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Probabilistic measure theory (60A10)

Cites Work

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• The Monge–Kantorovich Mass Transference Problem and Its Stochastic Applications
• Duality theorems for marginal problems
• Invariance principles in probability for triangular arrays of B-valued random vectors and some applications
• Optimal Joint Distributions of Several Random Variables with Given Marginals

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