Causal transport plans and their Monge–Kantorovich problems
Author:
Affiliation:
1. Centre de recherches en mathématiques de la décision (CEREMADE), Universite Paris Dauphine, Paris, France
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/07362994.2017.1422747
Reference38 articles.
1. Optimal transport and Skorokhod embedding
2. Duality for rectified cost functions
3. A variational representation for certain functionals of Brownian motion
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