Optimal transport and Skorokhod embedding
Author:
Funder
University of Bath
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s00222-016-0692-2.pdf
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2. Adams, D.R., Hedberg, L.I.: Function Spaces and Potential Theory, volume 314 of Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences]. Springer, Berlin (1996)
3. Ambrosio, L., Pratelli, A.: Existence and stability results in the $$L^1$$ L 1 theory of optimal transportation. In: Caffarelli, L.A., Salsa, S. (eds.) Optimal Transportation and Applications (Martina Franca, 2001), volume 1813 of Lecture Notes in Math., pp. 123–160. Springer, Berlin (2003)
4. Azéma, J., Yor, M.: Une solution simple au problème de Skorokhod. In: Séminaire de Probabilités, XIII (Univ. Strasbourg, Strasbourg, 1977/78), volume 721 of Lecture Notes in Math., pp. 90–115. Springer, Berlin (1979)
5. Baxter, J.R., Chacon, R.V.: Compactness of stopping times. Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 40(3), 169–181 (1977)
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