Stability of the weak martingale optimal transport problem

Article Properties
  • DOI (url)
    10.1214/23-aap1950
  • Publication Date
    2023/12/01
  • Journal
    The Annals of Applied Probability
  • Indian UGC (journal)
  • Refrences
    40
  • Mathias Beiglböck Department of Mathematics, University of Vienna
  • Benjamin Jourdain CERMICS, École Nationale des Ponts et Chaussées
  • William Margheriti CERMICS, École Nationale des Ponts et Chaussées
  • Gudmund Pammer Department of Mathematics, ETH Zürich
Cite
Beiglböck, Mathias, et al. “Stability of the Weak Martingale Optimal Transport Problem”. The Annals of Applied Probability, vol. 33, no. 6B, 2023, https://doi.org/10.1214/23-aap1950.
Beiglböck, M., Jourdain, B., Margheriti, W., & Pammer, G. (2023). Stability of the weak martingale optimal transport problem. The Annals of Applied Probability, 33(6B). https://doi.org/10.1214/23-aap1950
Beiglböck, Mathias, Benjamin Jourdain, William Margheriti, and Gudmund Pammer. “Stability of the Weak Martingale Optimal Transport Problem”. The Annals of Applied Probability 33, no. 6B (2023). https://doi.org/10.1214/23-aap1950.
Beiglböck M, Jourdain B, Margheriti W, Pammer G. Stability of the weak martingale optimal transport problem. The Annals of Applied Probability. 2023;33(6B).
Journal Categories
Science
Mathematics
Science
Mathematics
Probabilities
Mathematical statistics
You May Also Like
Refrences
Title Journal Journal Categories Citations Publication Date
10.1007/978-3-540-71050-9
10.1090/gsm/058
10.1007/978-3-319-20828-2
10.1214/08-AOP397
Causal transport plans and their Monge–Kantorovich problems Stochastic Analysis and Applications
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 19 2018