The Existence of Probability Measures with Given Marginals

Cited In (only showing first 100 items - show all)

Stability, monotonicity and invariant quantities in general polling systems
Two-stage optimization problems with multivariate stochastic order constraints
Bounds for functions of multivariate risks
Metrics for probability distributions and the trend to equilibrium for solutions of the Boltzmann equation.
Sublineare Funktionale
Coherent combination of experts' opinions. (With discussion)
Domination problem in Banach lattices
Model-free price bounds under dynamic option trading
Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)
Dual representation of convex sets of probability measures on totally bounded spaces
Coupling of probability distributions and an extremal problem for the divergence
The maximum maximum of a martingale with given \(n\) marginals
Revealed preference, stochastic dominance, and the expected utility hypothesis
Sharpness of Fr�chet-bounds
Model-independent bounds for option prices -- a mass transport approach
A model-free no-arbitrage price bound for variance options
Boundary-crossing identities for diffusions having the time-inversion property
Conditional intensity and Gibbsianness of determinantal point processes
Gromov-Wasserstein distances and the metric approach to object matching
An optimal method for stochastic composite optimization
On segregation: ordering and measuring
A monotone Sinai theorem
On a problem of optimal transport under marginal martingale constraints
Stochastic scheduling problems I — General strategies
Extremal dependence concepts
On some properties of a set of probability measures
Dynamics of induced maps on the space of probability measures
Inequalities for the probability content of a rotated ellipse and related stochastic domination results
Topological dynamics of transformations induced on the space of probability measures
Mutual fund separation in financial theory - the separating distributions
On the rate of convergence in the multidimensional CLT for martingales
Construction of alternative hypotheses for randomization tests with ordinal outcomes
Most likely maximum entropy for population analysis with region-censored data
Stochastic traveling wave solution to a stochastic KPP equation
Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
Ising interfaces and free boundary conditions
Differentiability, comparative statics, and non-expected utility preference
Growth of a population of bacteria in a dynamical hostile environment
Comparing risks with unbounded distributions
Random cluster models on the triangular lattice
On the theory of Banach space valued multifunctions. I: Integration and conditional expectation
An explicit martingale version of the one-dimensional Brenier theorem
Robust pricing and hedging under trading restrictions and the emergence of local martingale models
A minimax lemma and its applications
Stochastic and convex orders and lattices of probability measures, with a martingale interpretation
Martingales with given maxima and terminal distributions
Harmonic models and spanning forests of residually finite groups
Semi-infinite programming, duality, discretization and optimality conditions†
Long history of the Monge-Kantorovich transportation problem
The supremum of a negative drift random walk with dependent heavy-tailed steps.
Determinantal probability measures
Expensive martingales
From Hopf-Lax formula to optimal weak transfer plan
The accuracy of strong Gaussian approximation for sums of independent random vectors
Qualitative and infinitesimal robustness of tail-dependent statistical functionals
Functional data analysis with increasing number of projections
Dual theory of choice with multivariate risks
Phase transitions for a class of gradient fields
Orderings of risks: A comparative study via stop-loss transforms
Utility maximization, risk aversion, and stochastic dominance
A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
Quantizations of probability measures and preservation of the convex order
Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements
Ambiguous chance constrained problems and robust optimization
An invitation to coupling and copulas: with applications to multisensory modeling
A note on shadowing with chain transitivity
Monotone factors of i.i.d. processes
On the invariance principle for sums of independent identically distributed random variables
Markov-Komposition und eine Anwendung auf Martingale. (Markov compositions and an application to martingales)
Robust pricing-hedging dualities in continuous time
Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model
Probabilistic Analysis of a Greedy Heuristic for Euclidean Matching
The minimum maximum of a continuous martingale with given initial and terminal laws
Algorithmic tests and randomness with respect to a class of measures
Duality theorems for marginal problems
Inequalities of FKG type
Deterministic thinning of finite Poisson processes
Invariance principles for sums of Banach space valued random elements and empirical processes
Relations between stochastic orderings and generalized stochastic precedence
One-dimensional empirical measures, order statistics, and Kantorovich transport distances
A new class of costs for optimal transport planning
Test of independence for functional data
Quenched large deviation principle for words in a letter sequence
An interruptible algorithm for perfect sampling via Markov chains
The subjective expected utility hypothesis and revealed preference
Multidimensional welfare comparisons of EU member states before, during, and after the financial crisis: a dominance approach
Linking Vanillas and VIX Options: A Constrained Martingale Optimal Transport Problem
Measures on two‐dimensional products
A new family of one dimensional martingale couplings
Mallows permutations and finite dependence
Homogeneous Random Measures and a Weak Order for the Excessive Measures of a Markov Process
Lotteries, insurance, and star-shaped utility functions
The dual of the cone of all convex functions on a vector space
Stochastic relations of random variables and processes
Consistent upper price bounds for exotic options
First-order dominance: stronger characterization and a bivariate checking algorithm
Decomposing bivariate dominance for social welfare comparisons
Existence and application of optimal Markovian coupling with respect to non-negative lower semi-continuous functions
Recent progress in log-concave density estimation
Structure of optimal martingale transport plans in general dimensions

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