Pages that link to "Item:Q2514287"
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The following pages link to Martingale inequalities and deterministic counterparts (Q2514287):
Displaying 36 items.
- The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
- A trajectorial interpretation of Doob's martingale inequalities (Q363856) (← links)
- On equivalency of martingales and related problems (Q384559) (← links)
- Martingale matrix classes and polytopes (Q445833) (← links)
- On pathwise counterparts of Doob's maximal inequalities (Q492170) (← links)
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
- Inequalities for dominated martingales (Q880472) (← links)
- Martingale inequalities and the jackknife estimate of variance (Q1076449) (← links)
- Pointwise inequalities for ergodic averages and reversed martingales. (Q1426976) (← links)
- Canonical supermartingale couplings (Q1621445) (← links)
- The sharp constant for the Burkholder-Davis-Gundy inequality and non-smooth pasting (Q1708974) (← links)
- The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695) (← links)
- Applications of pathwise Burkholder-Davis-Gundy inequalities (Q1750083) (← links)
- Remarks on moment inequalities and identities for martingales (Q1950780) (← links)
- A construction of the left-curtain coupling (Q2105148) (← links)
- Pricing without no-arbitrage condition in discrete time (Q2235871) (← links)
- Superreplication under model uncertainty in discrete time (Q2255006) (← links)
- Stochastic integration and differential equations for typical paths (Q2274218) (← links)
- Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)
- Pathwise versions of the Burkholder-Davis-Gundy inequality (Q2345124) (← links)
- Dual attainment for the martingale transport problem (Q2419652) (← links)
- Martingale Inequalities for the Maximum via Pathwise Arguments (Q2798582) (← links)
- (Q3125361) (← links)
- (Q3180731) (← links)
- Martingale Inequalities, Interpolation and NP-Complete Problems (Q3831784) (← links)
- Martingale inequalities of type Dzhaparidze and van Zanten (Q4600807) (← links)
- Super-replication price: it can be ok (Q4615501) (← links)
- (Q4727124) (← links)
- Approximation of optimal transport problems with marginal moments constraints (Q5145096) (← links)
- The Robust Superreplication Problem: A Dynamic Approach (Q5215985) (← links)
- (Q5249481) (← links)
- (Q5294269) (← links)
- Distributionally Robust Inventory Control When Demand Is a Martingale (Q5868962) (← links)
- Martingales in the Study of Randomness (Q6096241) (← links)
- Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)
- Supermartingale shadow couplings: the decreasing case (Q6178554) (← links)