1. SDEs with no strong solution arising from a problem of stochastic control;Cox,2022
2. Local structure of multi-dimensional martingale optimal transport;De March,2018
3. Irreducible convex paving for decomposition of multi-dimensional martingale transport plans;De March;Ann. Probab.,2019
4. Capacities, measurable selection and dynamic programming part II: Application in stochastic control problems;El Karoui,2013
5. Volatility and arbitrage;Fernholz;Ann. Appl. Probab.,2018