Structure of optimal martingale transport plans in general dimensions

DOI10.1214/18-AOP1258zbMath1447.60070arXiv1508.01806OpenAlexW2963671088WikidataQ128748946 ScholiaQ128748946MaRDI QIDQ1731886

Nassif Ghoussoub, Young-Heon Kim, Tongseok Lim

Publication date: 14 March 2019

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.01806

zbMATH Keywords

dualitymartingaleChoquet boundaryoptimal transportconvex paving

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Duality theory (optimization) (49N15) Optimal transportation (49Q22)

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