Martingale Wasserstein inequality for probability measures in the convex order
From MaRDI portal
Publication:6354369
DOI10.3150/21-BEJ1368zbMath1510.60017arXiv2011.11599MaRDI QIDQ6354369
W. Margheriti, Benjamin Jourdain
Publication date: 23 November 2020
Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Convergence of probability measures (60B10) Optimal transportation (49Q22)
This page was built for publication: Martingale Wasserstein inequality for probability measures in the convex order
