Shadow martingales -- a stochastic mass transport approach to the peacock problem (Q2082703)
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scientific article; zbMATH DE number 7596288
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shadow martingales -- a stochastic mass transport approach to the peacock problem |
scientific article; zbMATH DE number 7596288 |
Statements
Shadow martingales -- a stochastic mass transport approach to the peacock problem (English)
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4 October 2022
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Choquet representation
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convex ordering
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PCOC
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Kellerer's theorem
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martingale optimal transport
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optimal transport
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predictable representation property
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shadows
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