Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces

DOI10.1214/23-aap1998arXiv2209.04664OpenAlexW4391483355MaRDI QIDQ6126809

Mihai Sîrbu, Dmitry Kramkov

Publication date: 10 April 2024

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2209.04664

zbMATH Keywords

pseudo-Euclidean spacemartingale optimal transportFitzpatrick function

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Special types of economic equilibria (91B52) Microeconomic theory (price theory and economic markets) (91B24)

Cites Work

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• The Existence of Probability Measures with Given Marginals
• Some problems about the representation of monotone operators by convex functions

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