The Existence of Probability Measures with Given Marginals

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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
Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model
Relations between stochastic orderings and generalized stochastic precedence
Long history of the Monge-Kantorovich transportation problem
Functional data analysis with increasing number of projections
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 \({\mathbb{D}}^ 1)\)
Markov-Komposition und eine Anwendung auf Martingale. (Markov compositions and an application to martingales)
Robust pricing-hedging dualities in continuous time
On segregation: ordering and measuring
Metrics for probability distributions and the trend to equilibrium for solutions of the Boltzmann equation.
Sharpness of Fr�chet-bounds
Mutual fund separation in financial theory - the separating distributions
Utility maximization, risk aversion, and stochastic dominance
On some properties of a set of probability measures
Ising interfaces and free boundary conditions
Test of independence for functional data
The supremum of a negative drift random walk with dependent heavy-tailed steps.
Dynamics of induced maps on the space of probability measures
One-dimensional empirical measures, order statistics, and Kantorovich transport distances
Stochastic scheduling problems I — General strategies
Model-independent bounds for option prices -- a mass transport approach
Deterministic thinning of finite Poisson processes
Differentiability, comparative statics, and non-expected utility preference
On the theory of Banach space valued multifunctions. I: Integration and conditional expectation
Random cluster models on the triangular lattice
Duality theorems for marginal problems
A note on shadowing with chain transitivity
Uniform test of algorithmic randomness over a general space
Dual theory of choice with multivariate risks
Determinantal probability measures
Invariance principles for sums of Banach space valued random elements and empirical processes
An explicit martingale version of the one-dimensional Brenier theorem
Phase transitions for a class of gradient fields
Robust pricing and hedging under trading restrictions and the emergence of local martingale models
Sublineare Funktionale
A model-free no-arbitrage price bound for variance options
Construction of alternative hypotheses for randomization tests with ordinal outcomes
Conditional intensity and Gibbsianness of determinantal point processes
Coherent combination of experts' opinions. (With discussion)
Extremal dependence concepts
From Hopf-Lax formula to optimal weak transfer plan
An interruptible algorithm for perfect sampling via Markov chains
Ambiguous chance constrained problems and robust optimization
Dual representation of convex sets of probability measures on totally bounded spaces
Growth of a population of bacteria in a dynamical hostile environment
Coupling of probability distributions and an extremal problem for the divergence
Probabilistic Analysis of a Greedy Heuristic for Euclidean Matching
Inequalities for the probability content of a rotated ellipse and related stochastic domination results
The maximum maximum of a martingale with given \(n\) marginals
An invitation to coupling and copulas: with applications to multisensory modeling
A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
A new class of costs for optimal transport planning
Quenched large deviation principle for words in a letter sequence
The accuracy of strong Gaussian approximation for sums of independent random vectors
Most likely maximum entropy for population analysis with region-censored data
Quantizations of probability measures and preservation of the convex order
Stochastic traveling wave solution to a stochastic KPP equation
Expensive martingales
The minimum maximum of a continuous martingale with given initial and terminal laws
Monotone factors of i.i.d. processes
Revealed preference, stochastic dominance, and the expected utility hypothesis
Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements
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

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