scientific article; zbMATH DE number 3444562

MaRDI QIDQ4769744zbMATH OpenFDO

Authors Hans G. Kellerer

Publication date 1973

Mathematics Subject Classification ID

Integration and disintegration of measures (28A50) Probabilistic potential theory (60J45)

Cited in

(10)

• 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 martingales -- a stochastic mass transport approach to the peacock problem
• The potential of the shadow measure
• Martingale Benamou-Brenier: a probabilistic perspective
• Shadow couplings
• Supermartingale shadow couplings: the decreasing case
• The football model, stochastic ordering and martingale transport

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