Compactness criterion for semimartingale laws and semimartingale optimal transport
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Publication:5222735
DOI10.1090/tran/7663zbMath1481.60053arXiv1607.03312OpenAlexW2963147472WikidataQ114848702 ScholiaQ114848702MaRDI QIDQ5222735
Publication date: 3 July 2019
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1607.03312
Central limit and other weak theorems (60F05) Generalizations of martingales (60G48) Duality theory (optimization) (49N15) Optimal transportation (49Q22)
Related Items (5)
Average preserving variation processes in view of optimization ⋮ Robust utility maximization with nonlinear continuous semimartingales ⋮ Nonlinear continuous semimartingales ⋮ Pathwise superhedging on prediction sets ⋮ Duality theory for robust utility maximisation
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