The following pages link to A new proof of Kellerer’s theorem (Q4921825):
Displaying 29 items.
- Model-independent superhedging under portfolio constraints (Q261914) (← links)
- On a problem of optimal transport under marginal martingale constraints (Q272939) (← links)
- Tightness and duality of martingale transport on the Skorokhod space (Q511137) (← links)
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
- Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (Q744977) (← links)
- New proofs of a theorem of Komlós (Q1088283) (← links)
- Bougerol's identity in law and extensions (Q1950172) (← links)
- A new proof of the Kuhn-Tucker and Farkas theorems (Q1991635) (← links)
- Peacocks nearby: approximating sequences of measures (Q2000153) (← links)
- Peacock geodesics in Wasserstein space (Q2041093) (← links)
- From Bachelier to Dupire via optimal transport (Q2072111) (← links)
- A construction of the left-curtain coupling (Q2105148) (← links)
- The potential of the shadow measure (Q2113271) (← links)
- Approximation of martingale couplings on the line in the adapted weak topology (Q2140003) (← links)
- MRL order, log-concavity and an application to peacocks (Q2258825) (← links)
- Mean residual life processes and associated submartingales (Q2297315) (← links)
- Weak decreasing stochastic order (Q2405918) (← links)
- Mimicking self-similar processes (Q2515501) (← links)
- Comparing Brownian Stochastic Integrals for the Convex Order (Q2946082) (← links)
- Constructing Self-Similar Martingales via Two Skorokhod Embeddings (Q3086813) (← links)
- A new proof of the baer-kaplansky theorem (Q3986885) (← links)
- (Q4947446) (← links)
- Shadow couplings (Q4992380) (← links)
- On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals (Q5130027) (← links)
- Kellerer’s Theorem Revisited (Q5272955) (← links)
- Shadows and barriers (Q6126791) (← links)
- Supermartingale shadow couplings: the decreasing case (Q6178554) (← links)
- Functional convex order for the scaled McKean-Vlasov processes (Q6179331) (← links)
- A potential-based construction of the increasing supermartingale coupling (Q6187478) (← links)
