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.2016.03.003zbMath1346.60058MaRDI QIDQ737181
Nizar Touzi, Pierre Henry-Labordère, Xiaolu Tan
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
49Q20: Variational problems in a geometric measure-theoretic setting
60G44: Martingales with continuous parameter
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