The Existence of Probability Measures with Given Marginals

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A stochastic approximation algorithm for stochastic semidefinite programming
Equivalent or absolutely continuous probability measures with given marginals
A note on stochastic dominance, uniform integrability and lattice properties
A canonical barycenter via Wasserstein regularization
Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem
Probabilistic Analysis of the Degree Bounded Minimum Spanning Tree Problem
On increasing risk, inequality and poverty measures: peacocks, lyrebirds and exotic options
Lipschitz continuity of the Wasserstein projections in the convex order on the line
Self-similar real trees defined as fixed points and their geometric properties
Monotonicity and unbiasedness of tests via a. S, constructions
Tightening robust price bounds for exotic derivatives
Transport plans with domain constraints
Partial stochastic dominance via optimal transport
Approximation of optimal transport problems with marginal moments constraints
No-arbitrage bounds for the forward smile given marginals
On separating the submajorization order into majorization and pointwise inequality
Notwendige und hinreichende Ungleichungen f�r die Existenz spezieller L1-Kontraktionen
Processing distortion models: a comparative study
Martingale optimal transport duality
Convex duality in nonlinear optimal transport
Mixtures of mean-preserving contractions
On a subjective approach to risk measurement
A solution to the Monge transport problem for Brownian martingales
Sampling of probability measures in the convex order by Wasserstein projection
Compatibility, desirability, and the running intersection property
Further properties of fractional stochastic dominance
Optimal control of multiclass parallel service systems
A simple proof of strong duality in the linear persuasion problem
Semiflow selection and Markov selection theorems
On the stability of the martingale optimal transport problem: a set-valued map approach
Random-cluster dynamics in \(\mathbb {Z}^2\)
Verification of general Markov decision processes by approximate similarity relations and policy refinement
BALAYAGE MONOTONOUS RISK MEASURES
The TASEP on Galton-Watson trees
The Riesz representation theorem and weak\(^\ast\) compactness of semimartingales
Monotone bivariate Markov kernels with specified marginals
On the marginals of probability contents on lattices
Perfect simulation of the hard disks model by partial rejection sampling
Martingale Wasserstein inequality for probability measures in the convex order
Martingale optimal transport in the discrete case via simple linear programming techniques
Branching trees I: concatenation and infinite divisibility
Relational \(\star\)-liftings for differential privacy
Some factors of nonsingular Bernoulli shifts
Computation of optimal transport and related hedging problems via penalization and neural networks
Envelopes of joint probabilities with given marginals under absolute continuity or equivalence constraints
Approximation of martingale couplings on the line in the adapted weak topology
Tomographic reconstruction by maximum entropy in the mean: Unconstrained reconstructions
Characterisation of a multivariate stochastic ordering
Darstellung einer Ordnung von Ma�en durch Stoppzeiten
Critical random forests
On convergence to the Dirac measure and to the identity operator
An Optimal Upper Bound on the Tail Probability for Sums of Random Variables
Second-order stochastic dominance constrained portfolio optimization: theory and computational tests
On the impact of conditional expectation estimators in portfolio theory
Local utility and multivariate risk aversion
Martingale Schrödinger bridges and optimal semistatic portfolios
Dual attainment for the martingale transport problem
Stochastic dominance for shift-invariant measures
Statistical regularities of self-intersection counts for geodesics on negatively curved surfaces
Charakterisierung einer Ordnung von konischen Maßen durch positive \(L^ 1\)-Kontraktionen
Computational methods for martingale optimal transport problems
Strassen disintegration theorems
The potential of the shadow measure
Optimal measure transportation with respect to non-traditional costs
From Bachelier to Dupire via optimal transport
Applications of weak transport theory
Optimal stopping of stochastic transport minimizing submartingale costs
General convex stochastic orderings and related martingale-type structures
Non-decreasing martingale couplings
Predicate liftings and functor presentations in coalgebraic expression languages
Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory
Some remarks on associated random fields, random measures and point processes
A construction of the left-curtain coupling
Irreducible convex paving for decomposition of multidimensional martingale transport plans
Concentration order on a metric space, with some statistical applications
Risk excess measures induced by hemi-metrics
On the dependence of the component counting process of a uniform random variable
The Markov-quantile process attached to a family of marginals
A Benamou-Brenier formulation of martingale optimal transport
Invariant coupling of determinantal measures on sofic groups
A unifying view on some problems in probability and statistics
Stochastic comparisons of symmetric sampling designs
Convex order, quantization and monotone approximations of ARCH models
Robust bounds for the American put
How risky is a random process?
On detecting alternatives by one-parametric recursive residuals
Weak Optimal Transport with Unnormalized Kernels
Shadow couplings
Stochastic order on metric spaces and the ordered Kantorovich monad
Irregularity of distribution in Wasserstein distance
Martingale Benamou-Brenier: a probabilistic perspective
Strassen's theorem for quantum couplings
On the partial identification of a new causal measure for ordinal outcomes
Weighted sampling without replacement
On the Proximity of a Probability to a Capacity Functional: Proximity Functions
Peacocks nearby: approximating sequences of measures
To stay discovered: on tournament mean score sequences and the Bradley-Terry model
Optimal Brownian stopping when the source and target are radially symmetric distributions
Constrained optimal transport
Coupling methods in connection with Poisson process approximation

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