An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint
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Publication:737181
DOI10.1016/J.SPA.2016.03.003zbMATH Open1346.60058OpenAlexW3124757165MaRDI QIDQ737181FDOQ737181
Authors: Pierre Henry-Labordère, Xiaolu Tan, Nizar Touzi 
Publication date: 8 August 2016
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2016.03.003
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- On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals
- The potential of the shadow measure
- Quantization and martingale couplings
- Supermartingale Brenier's theorem with full-marginals constraint
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