The potential of the shadow measure
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Publication:2113271
DOI10.1214/22-ECP457zbMath1492.60106arXiv2008.09936MaRDI QIDQ2113271
David G. Hobson, Dominykas Norgilas, Mathias Beiglböck
Publication date: 11 March 2022
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.09936
Related Items (7)
Shadows and barriers ⋮ Supermartingale Brenier's theorem with full-marginals constraint ⋮ On intermediate marginals in martingale optimal transportation ⋮ Supermartingale shadow couplings: the decreasing case ⋮ A potential-based construction of the increasing supermartingale coupling ⋮ Shadow martingales -- a stochastic mass transport approach to the peacock problem ⋮ A construction of the left-curtain coupling
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