Maximization of Functionals Depending on the Terminal Value and the Running Maximum of a Martingale: A Mass Transport Approach (Q4565498)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Maximization of Functionals Depending on the Terminal Value and the Running Maximum of a Martingale: A Mass Transport Approach |
scientific article; zbMATH DE number 6887027
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximization of Functionals Depending on the Terminal Value and the Running Maximum of a Martingale: A Mass Transport Approach |
scientific article; zbMATH DE number 6887027 |
Statements
12 June 2018
0 references
Skorokhod problem
0 references
Azéma-Yor embedding
0 references
Monge-Kantorovich problem
0 references
optimal transport
0 references
supermodular functions
0 references
running maximum
0 references
martingale
0 references
math.PR
0 references
