The Existence of Probability Measures with Given Marginals

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

A canonical barycenter via Wasserstein regularization
Convex duality in nonlinear optimal transport
Convex order, quantization and monotone approximations of ARCH models
Further properties of fractional stochastic dominance
Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory
A construction of the left-curtain coupling
Monotonicity and unbiasedness of tests via a. S, constructions
On separating the submajorization order into majorization and pointwise inequality
Relational \(\star\)-liftings for differential privacy
BALAYAGE MONOTONOUS RISK MEASURES
Partial stochastic dominance via optimal transport
Processing distortion models: a comparative study
On the stability of the martingale optimal transport problem: a set-valued map approach
Risk excess measures induced by hemi-metrics
Shadow couplings
Martingale Wasserstein inequality for probability measures in the convex order
Computation of optimal transport and related hedging problems via penalization and neural networks
Approximation of martingale couplings on the line in the adapted weak topology
Sampling of probability measures in the convex order by Wasserstein projection
Semiflow selection and Markov selection theorems
Perfect simulation of the hard disks model by partial rejection sampling
To stay discovered: on tournament mean score sequences and the Bradley-Terry model
Mixtures of mean-preserving contractions
A solution to the Monge transport problem for Brownian martingales
Self-similar real trees defined as fixed points and their geometric properties
Transport plans with domain constraints
Some remarks on associated random fields, random measures and point processes
Weak Optimal Transport with Unnormalized Kernels
Applications of Strassen's theorem and Choquet theory to optimal transport problems, to uniformly convex functions and to uniformly smooth functions
On a subjective approach to risk measurement
Rumor spreading with bounded in-degree
Verification of general Markov decision processes by approximate similarity relations and policy refinement
Monotone convex order for the McKean-Vlasov processes
The Riesz representation theorem and weak\(^\ast\) compactness of semimartingales
Law invariant risk measures and information divergences
A stochastic approximation algorithm for stochastic semidefinite programming
On the dependence of the component counting process of a uniform random variable
The Markov-quantile process attached to a family of marginals
A unifying view on some problems in probability and statistics
Bounds on the probability of radically different opinions
Critical random forests
From Bachelier to Dupire via optimal transport
Applications of weak transport theory
Martingale Benamou-Brenier: a probabilistic perspective
The TASEP on Galton-Watson trees
Some factors of nonsingular Bernoulli shifts
The potential of the shadow measure
A simple proof of strong duality in the linear persuasion problem
Optimal measure transportation with respect to non-traditional costs
Stochastic order on metric spaces and the ordered Kantorovich monad
Concentration inequalities from monotone couplings for graphs, walks, trees and branching processes
Martingale Schrödinger bridges and optimal semistatic portfolios
Statistical regularities of self-intersection counts for geodesics on negatively curved surfaces
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
Model-free price bounds under dynamic option trading
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
Inequalities for the probability content of a rotated ellipse and related stochastic domination results
Topological dynamics of transformations induced on the space of probability measures
Mutual fund separation in financial theory - the separating distributions
On the rate of convergence in the multidimensional CLT for martingales
Construction of alternative hypotheses for randomization tests with ordinal outcomes
Most likely maximum entropy for population analysis with region-censored data
Stochastic traveling wave solution to a stochastic KPP equation
Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
Ising interfaces and free boundary conditions
Differentiability, comparative statics, and non-expected utility preference
Growth of a population of bacteria in a dynamical hostile environment
Comparing risks with unbounded distributions
Random cluster models on the triangular lattice
On the theory of Banach space valued multifunctions. I: Integration and conditional expectation
An explicit martingale version of the one-dimensional Brenier theorem
Robust pricing and hedging under trading restrictions and the emergence of local martingale models
Stochastic and convex orders and lattices of probability measures, with a martingale interpretation
Martingales with given maxima and terminal distributions
Harmonic models and spanning forests of residually finite groups
Semi-infinite programming, duality, discretization and optimality conditions†

This page was built for publication: The Existence of Probability Measures with Given Marginals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5508002)