The Existence of Probability Measures with Given Marginals

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Processing distortion models: a comparative study
On the stability of the martingale optimal transport problem: a set-valued map approach
Consistent upper price bounds for exotic options
Nested sequences of balls, uniqueness of Hahn-Banach extensions and the Vlasov property.
On random translation models
Dynamics of induced maps on the space of probability measures
Inequalities for the probability content of a rotated ellipse and related stochastic domination results
Semi-infinite probabilistic optimization: first-order stochastic dominance constrain
Characterisation of a multivariate stochastic ordering
Risk excess measures induced by hemi-metrics
Irregularity of distribution in Wasserstein distance
Strassen's theorem for quantum couplings
Topological dynamics of transformations induced on the space of probability measures
Existence and application of optimal Markovian coupling with respect to non-negative lower semi-continuous functions
Mutual fund separation in financial theory - the separating distributions
scientific article; zbMATH DE number 7733450 (Why is no real title available?)
On the rate of convergence in the multidimensional CLT for martingales
Characterizing the asymptotic and catalytic stochastic orders on topological abelian groups
Computational methods for martingale optimal transport problems
String-averaging incremental stochastic subgradient algorithms
Recent progress in log-concave density estimation
Structure of optimal martingale transport plans in general dimensions
scientific article; zbMATH DE number 3396878 (Why is no real title available?)
Joint convergence of random quadrangulations and their cores
Distances of probability measures and uniform distribution mod 1
Stochastic monotonicity from an Eulerian viewpoint
Equivalent or absolutely continuous probability measures with given marginals
Equivalence of palm measures for determinantal point processes governed by Bergman kernels
Systemic risk and copula models
Qualitative robustness of statistical functionals under strong mixing
The Stefan problem and free targets of optimal Brownian martingale transport
Construction of alternative hypotheses for randomization tests with ordinal outcomes
Gibbsianness and non-Gibbsianness in divide and color models
Approximation of optimal transport problems with marginal moments constraints
Portfolio optimization with quasiconvex risk measures
Existence of a tricritical point for the Blume-Capel model on \(\mathbb{Z}^d\)
On proximity of distributions of successive sums with respect to the Prokhorov distance
Decomposition in ordered semigroups
Irreducible convex paving for decomposition of multidimensional martingale transport plans
Stationary random metrics on hierarchical graphs via \((\min,+)\)-type recursive distributional equations
Robust bounds for derivative prices in Markovian models
Localisation in a growth model with interaction
Shadow couplings
Most likely maximum entropy for population analysis with region-censored data
Stochastic traveling wave solution to a stochastic KPP equation
On solutions of minimax test problems for special capacities
Stochastic equilibria
Regenerative queueing processes and their qualitative and quantitative analysis
Belief functions combination without the assumption of independence of the information sources
Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
Risk reducers in convex order
Differentiability, comparative statics, and non-expected utility preference
Martingale Wasserstein inequality for probability measures in the convex order
Computation of optimal transport and related hedging problems via penalization and neural networks
An efficient ADAM-type algorithm with finite elements discretization technique for random elliptic optimal control problems
Maximal martingale Wasserstein inequality
Approximation of martingale couplings on the line in the adapted weak topology
The Monge-Kantorovich metric on multimeasures and self-similar multimeasures
Pareto efficiency for the concave order and multivariate comonotonicity
Stochastic dominance for shift-invariant measures
Joint Mixability
Comparing risks with unbounded distributions
On the support of extremal martingale measures with given marginals: the countable case
Sums of standard uniform random variables
Ising interfaces and free boundary conditions
Growth of a population of bacteria in a dynamical hostile environment
An Optimal Upper Bound on the Tail Probability for Sums of Random Variables
Ordering ambiguous acts
Simultaneously least favorable experiments
An explicit martingale version of the one-dimensional Brenier theorem
Robust pricing and hedging under trading restrictions and the emergence of local martingale models
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
Mass-transshipment problems and ideal metrics
On the theory of Banach space valued multifunctions. I: Integration and conditional expectation
On the approximation of one Markov chain by another
Strassen disintegration theorems
Martingales with given maxima and terminal distributions
Random cluster models on the triangular lattice
The minimum distance method of testing
Measures on topological spaces
On the partial identification of a new causal measure for ordinal outcomes
Kantorovich duality for general transport costs and applications
Harmonic models and spanning forests of residually finite groups
Long history of the Monge-Kantorovich transportation problem
Stochastic and convex orders and lattices of probability measures, with a martingale interpretation
Decomposition theorems for measures
Subdifferential representations of risk measures
Envelopes of joint probabilities with given marginals under absolute continuity or equivalence constraints
Multiperiod martingale transport
Quantum Strassen's theorem
Perturbation analysis of sub/super hedging problems
Sampling of probability measures in the convex order by Wasserstein projection
Semiflow selection and Markov selection theorems
Some Open Mapping Theorems for Marginals
The supremum of a negative drift random walk with dependent heavy-tailed steps.
Semi-infinite programming, duality, discretization and optimality conditions†
Optimal Brownian stopping when the source and target are radially symmetric distributions
Flows on measurable spaces

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