All adapted topologies are equal
From MaRDI portal
Publication:2210750
DOI10.1007/s00440-020-00993-8zbMath1476.60079arXiv1905.00368WikidataQ114229365 ScholiaQ114229365MaRDI QIDQ2210750
Publication date: 8 November 2020
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.00368
causal optimal transport; nested distance; Aldous' extended weak topology; Hellwig's information topology; stability of optimal stopping; Vershik's iterated Kantorovich distance
60G42: Martingales with discrete parameter
60G44: Martingales with continuous parameter
91G20: Derivative securities (option pricing, hedging, etc.)