Martingales associated to peacocks using the curtain coupling (Q1748909)
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scientific article; zbMATH DE number 6868353
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingales associated to peacocks using the curtain coupling |
scientific article; zbMATH DE number 6868353 |
Statements
Martingales associated to peacocks using the curtain coupling (English)
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15 May 2018
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convex order
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peacocks
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martingales
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couplings
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optimal transport
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0.9196927
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0.8449182
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0.80905986
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0.80428725
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0.8000424
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0.7982386
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