scientific article; zbMATH DE number 3444562
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Publication:4769744
zbMath0283.60079MaRDI QIDQ4769744
Publication date: 1973
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Related Items (9)
Supermartingale shadow couplings: the decreasing case ⋮ Martingale Benamou-Brenier: a probabilistic perspective ⋮ Martingales associated to peacocks using the curtain coupling ⋮ Peacocks nearby: approximating sequences of measures ⋮ The Markov-quantile process attached to a family of marginals ⋮ From Bachelier to Dupire via optimal transport ⋮ Shadow couplings ⋮ Shadow martingales -- a stochastic mass transport approach to the peacock problem ⋮ The potential of the shadow measure
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