Pages that link to "Item:Q363856"

The following pages link to A trajectorial interpretation of Doob's martingale inequalities (Q363856):

Displaying 24 items.

• The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
• An explicit martingale version of the one-dimensional Brenier theorem (Q309163) (← links)
• Remarks on maximal inequalities for non-negative demisubmartingales (Q449408) (← links)
• Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
• Robust hedging with proportional transaction costs (Q468414) (← links)
• On pathwise counterparts of Doob's maximal inequalities (Q492170) (← links)
• Martingale optimal transport in the Skorokhod space (Q492958) (← links)
• Tightness and duality of martingale transport on the Skorokhod space (Q511137) (← links)
• The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695) (← links)
• Applications of pathwise Burkholder-Davis-Gundy inequalities (Q1750083) (← links)
• Remarks on the speeds of a class of random walks on the integers (Q2032855) (← links)
• A trajectorial approach to relative entropy dissipation of McKean-Vlasov diffusions: gradient flows and HWBI inequalities (Q2108507) (← links)
• Scaling limits for super-replication with transient price impact (Q2174997) (← links)
• Stochastic integration and differential equations for typical paths (Q2274218) (← links)
• Pathwise versions of the Burkholder-Davis-Gundy inequality (Q2345124) (← links)
• On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale (Q2347466) (← links)
• Optimal transport and Skorokhod embedding (Q2356918) (← links)
• Martingale optimal transport duality (Q2664166) (← links)
• Martingale Inequalities for the Maximum via Pathwise Arguments (Q2798582) (← links)
• Processes That Can Be Embedded in a Geometric Brownian Motion (Q2811893) (← links)
• Asymptotic behaviour of exponential functionals of L\'evy processes with applications to random processes in random environment (Q2954465) (← links)
• Model-independent pricing with insider information: a skorokhod embedding approach (Q5022279) (← links)
• A Trajectorial Approach to the Gradient Flow Properties of Langevin--Smoluchowski Diffusions (Q5034425) (← links)
• Reflections on BSDEs (Q6545184) (← links)