A construction of the left-curtain coupling
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Publication:2105148
DOI10.1214/22-EJP868MaRDI QIDQ2105148
David G. Hobson, Dominykas Norgilas
Publication date: 8 December 2022
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.10549
Related Items (4)
Shadows and barriers ⋮ Supermartingale Brenier's theorem with full-marginals constraint ⋮ Supermartingale shadow couplings: the decreasing case ⋮ A potential-based construction of the increasing supermartingale coupling
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