Equivalent or absolutely continuous probability measures with given marginals

DOI10.1515/DEMO-2015-0004MaRDI QIDQ2351201zbMATH OpenOpenAlexFDO

Authors Patrizia Berti, Luca Pratelli, Pietro Rigo, F. Spizzichino

Publication date 23 June 2015

Published in Dependence Modeling (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported

Full work available at URL https://doi.org/10.1515/demo-2015-0004

zbMATH Keywords

couplingdomination on rectanglesequivalent martingale measurefinitely additive probability measuremass transportat

Mathematics Subject Classification ID

Measures and integrals in product spaces (28A35) Axioms; other general questions in probability (60A05) Probabilistic measure theory (60A10)

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Cites work

• A unifying view on some problems in probability and statistics
• scientific article; zbMATH DE number 3875591 (Why is no real title available?)
• scientific article; zbMATH DE number 3816010 (Why is no real title available?)
• scientific article; zbMATH DE number 3828924 (Why is no real title available?)
• Optimal transportation with capacity constraints
• The Existence of Probability Measures with Given Marginals
• Two versions of the fundamental theorem of asset pricing

Cited in

(9)

• On absolutely continuous curves of probabilities on the line
• A note on duality theorems in mass transportation
• Finitely additive mixtures of probability measures
• scientific article; zbMATH DE number 992550 (Why is no real title available?)
• Annihilating probability measures under constraints
• Envelopes of joint probabilities with given marginals under absolute continuity or equivalence constraints
• Conditions for absolute continuity between a certain pair of probability measures
• About the absolute continuity and orthogonality for two probability measures.
• Finitely additive mass transportation

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