On the Monge-Kantorovitch Duality Theorem

DOI10.1137/S0040585X97978300zbMath0978.60004OpenAlexW2038465521MaRDI QIDQ2752962

Ludger Rüschendorf, D. Ramachandran

Publication date: 22 October 2001

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97978300

zbMATH Keywords

duality theoremmarginalsperfect measurecharge extensionMarczewski function

Mathematics Subject Classification ID

Probabilistic measure theory (60A10) Measures and integrals in product spaces (28A35)

Related Items (3)

A note on duality theorems in mass transportation ⋮ On the consistency of the mass transfer problem ⋮ Multiscale expansion of invariant measures for SPDEs

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