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
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
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
Quantum Strassen's theorem
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
Constructive Euler hydrodynamics for one-dimensional attractive particle 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
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
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
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
Sampling of one-dimensional probability measures in the convex order and computation of robust option price bounds
A general duality theorem for marginal problems
Fractal Dimensions and Random Transformations
Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability
Substitution Method Critical Probability Bounds for the Square Lattice Site Percolation Model
Approximating the hard square entropy constant with probabilistic methods
Strictly positive measures on Boolean algebras
Optimal transport and the geometry of $L^{1}(\mathbb {R}^d)$
Strong approximation of very weak Bernoulli processes
Kac's representation from an asymptotic viewpoint
On aggregation sets and lower-convex sets
Computational barriers in minimax submatrix detection
Increases in risk aversion and the distribution of portfolio payoffs
Semi-infinite probabilistic optimization: first-order stochastic dominance constrain
Joint convergence of random quadrangulations and their cores
Qualitative robustness of statistical functionals under strong mixing
Portfolio optimization with quasiconvex risk measures
Robust bounds for derivative prices in Markovian models
On solutions of minimax test problems for special capacities
Localisation in a growth model with interaction
Belief functions combination without the assumption of independence of the information sources
Risk reducers in convex order
Joint Mixability
Simultaneously least favorable experiments
Pareto efficiency for the concave order and multivariate comonotonicity
Ordering ambiguous acts
Kantorovich duality for general transport costs and applications
On the approximation of one Markov chain by another

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