The Markov-quantile process attached to a family of marginals
DOI10.5802/jep.177zbMath1494.60045arXiv1804.10514OpenAlexW2793217320MaRDI QIDQ2065092
Charles Boubel, Nicolas Juillet
Publication date: 7 January 2022
Published in: Journal de l'École Polytechnique -- Mathématiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.10514
copulaMarkov processcontinuity equationincreasing processoptimal transportquantile processmartingale optimal transportpeacocksKellerer's theorem
Continuous-time Markov processes on general state spaces (60J25) PDEs in connection with fluid mechanics (35Q35) Martingales with continuous parameter (60G44) Probabilistic measure theory (60A10) Spaces of measures, convergence of measures (28A33) Existence of optimal solutions to problems involving randomness (49J55)
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