The Existence of Probability Measures with Given Marginals

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Robust bounds for derivative prices in Markovian models
A version of Strassen’s Theorem for vector-valued measures
Ordering ambiguous acts
Current open questions in complete mixability
Bounded size bias coupling: a gamma function bound, and universal Dickman-function behavior
A weak invariance principle for cumulated functionals of the regressogram estimator with dependent data
Almost exchangeable sequences of random variables
A definition of qualitative robustness for general point estimators, and examples
Belief functions combination without the assumption of independence of the information sources
Uniformly spread measures and vector fields
On aggregation sets and lower-convex sets
Extension of valuations on locally compact sober spaces
RANDOM COMPLEXES AND ℓ²-BETTI NUMBERS
Multiperiod martingale transport
On the Skorokhod representation theorem
Computational barriers in minimax submatrix detection
Arbitrage and completeness in financial markets with given $N$-dimensional distributions
Positive vector measures with given marginals
Risk reducers in convex order
Qualitative robustness of statistical functionals under strong mixing
From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order
Decomposition theorems for measures
Semi-infinite probabilistic optimization: first-order stochastic dominance constrain
On solutions of minimax test problems for special capacities
Increases in risk aversion and the distribution of portfolio payoffs
Strassen's marginal problem in two or more dimensions
Characterization of a class of weak transport-entropy inequalities on the line
Dilatation monotonous Choquet integrals
Stochastic monotonicity and realizable monotonicity
Options on realized variance and convex orders
The mass transfer approach to multivariate discrete first order stochastic dominance: direct proof and implications
Portfolio optimization with quasiconvex risk measures
Systems weakened by failures
A mechanized proof of the max-flow min-cut theorem for countable networks with applications to probability theory
Comparison of multivariate risks and positive dependence
Lorenz ordering between McDonald's generalized functions of the income size distribution
Joint Mixability
Hydrodynamics and hydrostatics for a class of asymmetric particle systems with open boundaries
Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability
Robust pricing and hedging of options on multiple assets and its numerics
Neyman-Pearson testing under interval probability by globally least favorable pairs: Reviewing Huber-Strassen theory and extending it to general interval probability
A type of Strassen’s theorem for positive vector measures with values in dual spaces
Substitution Method Critical Probability Bounds for the Square Lattice Site Percolation Model
The Abelian sandpile model on an infinite tree
Optimal transport and the geometry of $L^{1}(\mathbb {R}^d)$
Poisson approximations in selected metrics by coupling and semigroup methods with applications
Localisation in a growth model with interaction
A general duality theorem for marginal problems
On the existence of probability measures with given marginals
Simultaneously least favorable experiments
Kantorovich duality for general transport costs and applications
Approximating the hard square entropy constant with probabilistic methods
Does more information-gathering effort raise or lower the average quantity produced?
Stationary states and their stability of the stepping stone model involving mutation and selection
Change of numeraire in the two-marginals martingale transport problem
On the approximation of one Markov chain by another
A monotone isomorphism theorem
Model uncertainty and the pricing of American options
On hedging American options under model uncertainty
Pareto efficiency for the concave order and multivariate comonotonicity
Immunization of multiple liabilities
On the centennial anniversary of Gini's theory of statistical relations
Convex ordering for random vectors using predictable representation
On the basic representation theorem for convex domination of measures
Strong approximation of very weak Bernoulli processes
Kac's representation from an asymptotic viewpoint
Nonparametric testing for correlation models with dependent data
Subdifferential representations of risk measures
Optimization and majorization of invariant measures
The minimum distance method of testing
Strictly positive measures on Boolean algebras
Shearer's measure and stochastic domination of product measures
Stationary determinantal processes: phase multiplicity, Bernoullicity, entropy, and domination
Fractal Dimensions and Random Transformations
When is the lowest equilibrium payoff in a repeated game equal to the minmax payoff?
Joint convergence of random quadrangulations and their cores
Comparing risks with unbounded distributions
Orderings of risks: A comparative study via stop-loss transforms
Domination problem in Banach lattices
A minimax lemma and its applications
Stochastic and convex orders and lattices of probability measures, with a martingale interpretation
On the invariance principle for sums of independent identically distributed random variables
Qualitative and infinitesimal robustness of tail-dependent statistical functionals
On the rate of convergence in the multidimensional CLT for martingales
The subjective expected utility hypothesis and revealed preference
Stability, monotonicity and invariant quantities in general polling systems
A monotone Sinai theorem
On a problem of optimal transport under marginal martingale constraints
Martingales with given maxima and terminal distributions
Two-stage optimization problems with multivariate stochastic order constraints
Harmonic models and spanning forests of residually finite groups
Inequalities of FKG type
Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
Gromov-Wasserstein distances and the metric approach to object matching
Semi-infinite programming, duality, discretization and optimality conditions†
Algorithmic tests and randomness with respect to a class of measures
An optimal method for stochastic composite optimization
Model-free price bounds under dynamic option trading
Bounds for functions of multivariate risks
Topological dynamics of transformations induced on the space of probability measures

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