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Quantization and martingale couplings - MaRDI portal

Quantization and martingale couplings (Q5026465)

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scientific article; zbMATH DE number 7470628
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English
Quantization and martingale couplings
scientific article; zbMATH DE number 7470628

    Statements

    author
    Benjamin Jourdain
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    Gilles Pagès
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    publication date
    8 February 2022
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    zbMATH Keywords
    quantization
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    martingale coupling
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    weak martingale optimal transport
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    adapted Wasserstein distance
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    arXiv classification
    math.PR
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    cites work
    Q4340161
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    Optimal Transport
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    Identifiers

    Mathematics Subject Classification ID
    60E15
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    65D32
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    60J22
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    60G42
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    zbMATH DE Number
    7470628
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    arXiv ID
    2012.10370
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