The Existence of Probability Measures with Given Marginals

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

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
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
Distances of probability measures and uniform distribution mod 1
Systemic risk and copula models
Gibbsianness and non-Gibbsianness in divide and color models
Regenerative queueing processes and their qualitative and quantitative analysis
Stochastic equilibria
Sums of standard uniform random variables
Distributions with given marginals: the beginnings. An interview with Giorgio Dall'Aglio
Robustness regions for measures of risk aggregation
A strong invariance principle for positively or negatively associated random fields
Measures on topological spaces
Some Open Mapping Theorems for Marginals
Mesures marginales et th�or�me de Ford-Fulkerson
Flows on measurable spaces
Percolation phenomena in low and high density systems
Optimal Joint Distributions of Several Random Variables with Given Marginals
Two ways to define compatible metrics on the simplex of measures
A random environment for linearly edge-reinforced random walks on infinite graphs
A counterexample to the Cantelli conjecture through the Skorokhod embedding problem
Probability and expectation inequalities
FUZZY MEASURES AND FUZZY INTEGRALS: AN OVERVIEW
On the linear programming approach to the optimality property of Prokhorov's distance
On the statistical origins of the learning curve
Sur la divisibilit� des probabilit�s dans un groupe topologique
Euler hydrodynamics for attractive particle systems in random environment
Exchangeable random variables and the subsequence principle
Lorenz ordering of means and medians
Martingales associated to peacocks using the curtain coupling
On the existence of ordered couplings of random sets -- with applications
Sensitivity for topologically double ergodic dynamical systems
SAMPLING OF ONE-DIMENSIONAL PROBABILITY MEASURES IN THE CONVEX ORDER AND COMPUTATION OF ROBUST OPTION PRICE BOUNDS
The use of context in pattern recognition
On the theory of risk aversion and the theory of risk
Comparison of experiments when the parameter space is finite
Analyzing randomized search heuristics via stochastic domination
A coupling proof of convex ordering for compound distributions
Recursive tree processes and the mean-field limit of stochastic flows
Finitary codings for spatial mixing Markov random fields
A Note on Conditioning and Stochastic Domination for Order Statistics
CONSISTENT UPPER PRICE BOUNDS FOR EXOTIC OPTIONS
Constructive Euler Hydrodynamics for One-Dimensional Attractive Particle Systems
Optimization with multivariate stochastic dominance constraints
Seven kinds of computable and constructive infelicities in economics
Scaling limits for some random trees constructed inhomogeneously
Metrization of the Gromov-Hausdorff (-Prokhorov) topology for boundedly-compact metric spaces
Weak convergence of nonadditive measures based on nonlinear integral functionals
Sur le problème des marges
M�langes d'�quations diff�rentielles et grands �carts � la loi des grands nombres
Continuous stochastic measures and Markov operators
Hausdorff metric structure of the space of probability measures
On the Strassen disintegration theorem
Extreme stochastic measures and Feldman's conjecture
Approximation of Markov chains defined by recursion relations
Minimality of ideal probabilistic metrics
Invariance principles for partial sum processes and empirical processes indexed by sets
On permutation-invariance of limit theorems
Continuity properties of the extension of a locally Lipschitz continuous map to the space of probability measures
A new characterization of endogeny
Duality and perfect probability spaces
Peacocks parametrised by a partially ordered set
Quantum Strassen’s theorem
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
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

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