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A theorem of stochastic representation related to Monge-Kantorovich problem - MaRDI portal

A theorem of stochastic representation related to Monge-Kantorovich problem (Q1273000)

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scientific article; zbMATH DE number 1228681
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A theorem of stochastic representation related to Monge-Kantorovich problem
scientific article; zbMATH DE number 1228681

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    A theorem of stochastic representation related to Monge-Kantorovich problem (English)
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    2 March 1999
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    Monge-Kantorovich transportation problem
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    optimal coupling
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    Skorokhod almost sure representation
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    \(l_p\)-metrics
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    cyclical monotonicity
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    Lévy-Wasserstein distance
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