Weak monotone rearrangement on the line
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Publication:2183117
DOI10.1214/20-ECP292zbMath1447.60047arXiv1902.05763OpenAlexW3008099678MaRDI QIDQ2183117
Publication date: 26 May 2020
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.05763
Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Discrete-time Markov processes on general state spaces (60J05)
Related Items (10)
Regularity properties of the Schrödinger cost ⋮ Weak transport for non‐convex costs and model‐independence in a fixed‐income market ⋮ Weak Optimal Transport with Unnormalized Kernels ⋮ Lipschitz continuity of the Wasserstein projections in the convex order on the line ⋮ Backward and forward Wasserstein projections in stochastic order ⋮ A note on the adapted weak topology in discrete time ⋮ From Hopf--Lax Formula to Optimal Weak Transfer Plan ⋮ On the stability of the martingale optimal transport problem: a set-valued map approach ⋮ Applications of weak transport theory ⋮ Shadow martingales -- a stochastic mass transport approach to the peacock problem
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