Funder
European Research Council
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Analysis
Reference40 articles.
1. Acciaio, B., Beiglböck, M., Penkner, F., Schachermayer, W., Temme, J.: A trajectorial interpretation of Doob’s martingale inequalities. Ann. Appl. Probab. 23(4), 1494–1505 (2013)
2. Azéma, J., Yor, M.: Une solution simple au problème de Skorokhod. In: Dellacherie, C., Meyer, P. A., Weil, M. (eds.) Séminaire de Probabilités, XIII (Univ. Strasbourg, Strasbourg, 1977/78). Lecture Notes in Mathematics, vol. 721, pp. 90–115. Springer, Berlin (1979)
3. Beiglböck, M., Cox, A.M.G., Huesmann, M.: Optimal transport and Skorokhod embedding. Invent. Math. 208, 327–400 (2017)
4. Beiglböck, M., Nutz, M.: Martingale inequalities and deterministic counterparts. Electron. J. Probab. 19(95), 1–15 (2014)
5. Beiglböck, M., Nutz, M., Touzi, N.: Complete duality for martingale optimal transport on the line. Ann. Probab. 45(5), 3038–3074 (2017)
Cited by
11 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献