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An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint - MaRDI portal

An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181)

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scientific article; zbMATH DE number 6610064
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English
An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint
scientific article; zbMATH DE number 6610064

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    An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (English)
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    8 August 2016
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    martingale
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    optimal transport
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    Brenier's theorem
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    fake Brownian motion
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