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The following pages link to Optimal Skorokhod embedding given full marginals and Azéma-Yor peacocks (Q2013566):

Displaying 3 items.

An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)
Supermartingale shadow couplings: the decreasing case (Q6178554) (← links)

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