A theorem of stochastic representation related to Monge-Kantorovich problem

DOI10.1016/S0167-7152(98)00130-8zbMath0916.60005MaRDI QIDQ1273000

Nacereddine Belili

Publication date: 2 March 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Monge-Kantorovich transportation problemoptimal couplingcyclical monotonicity\(l_p\)-metricsLévy-Wasserstein distanceSkorokhod almost sure representation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Convergence of probability measures (60B10)

Cites Work

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• Uniformities for the convergence in law and in probability
• The geometry of optimal transportation
• On \(c\)-optimal random variables
• On the stochastic convergence of representations based on Wasserstein metrics
• Differential equations methods for the Monge-Kantorovich mass transfer problem
• Optimal solutions of multivariate coupling problems

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