Fine properties of the optimal Skorokhod embedding problem

Author:

Beiglböck Mathias1,Nutz Marcel2,Stebegg Florian2

Affiliation:

1. University of Vienna, Austria

2. Columbia University, New York, USA

Publisher

European Mathematical Society - EMS - Publishing House GmbH

Subject

Applied Mathematics,General Mathematics

Cited by 5 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

1. Stability of the weak martingale optimal transport problem;The Annals of Applied Probability;2023-12-01

2. Entropic optimal transport: Geometry and large deviations;Duke Mathematical Journal;2022-11-01

3. Stability of entropic optimal transport and Schrödinger bridges;Journal of Functional Analysis;2022-11

4. A non‐linear monotonicity principle and applications to Schrödinger‐type problems;Bulletin of the London Mathematical Society;2022-06-03

5. Approximation of martingale couplings on the line in the adapted weak topology;Probability Theory and Related Fields;2022-02-02

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