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The potential of the shadow measure - MaRDI portal

The potential of the shadow measure (Q2113271)

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The potential of the shadow measure
scientific article

    Statements

    title
    The potential of the shadow measure (English)
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    author
    Mathias Beiglböck
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    David G. Hobson
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    Dominykas Norgilas
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    publication date
    11 March 2022
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    zbMATH Keywords
    couplings
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    martingales
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    peacocks
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    convex order
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    optimal transport
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    cites work
    Q3797433
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    Potential Processes
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    Q4095636
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    Q4769744
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    Convex Analysis
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    Identifiers

    DOI
    10.1214/22-ECP457
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    zbMATH DE Number
    7488311
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    arXiv ID
    2008.09936
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