On a Representation of Random Variables

Cited In (26)

Martingale optimal transport and robust hedging in continuous time
Deviation inequalities for dependent sequences with applications to strong approximations
On exact distribution for multivariate weighted distributions and classification
First-passage times for random walks with nonidentically distributed increments
Computational methods for martingale optimal transport problems
On shortfall risk minimization for game options
An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables
Estimates for the accuracy of coupling in the central limit theorem
Marginal asymptotics for the ``large \(p\), small \(n\) paradigm: with applications to microarray data
A scaling limit for utility indifference prices in the discretised Bachelier model
ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS
Coupling for minimal distance
Rates of convergence in invariance principles for random walks on linear groups via martingale methods
On a ‘Replicating Character String’ Model
Efficient dependency models: simulating dependent random variables
Short Communication: A Note on Utility Indifference Pricing with Delayed Information
Imbedded construction of stationary sequences and point processes with a random memory
About the Prohorov distance between the uniform distribution over the unit cube in \(R^ d\) and its empirical measure
A general estimate in the invariance principle
Martingale optimal transport in the Skorokhod space
Strong approximation for set-indexed partial sum processes via KMT constructions III
On regression representations of stochastic processes
Local invariance principles and their application to density estimation
On the distributional transform, Sklar's theorem, and the empirical copula process
Coupling with compensators
Strong approximation of partial sums under dependence conditions with application to dynamical systems

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