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Publication:2759605
zbMath0996.60018MaRDI QIDQ2759605
Publication date: 23 October 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
martingalesstochastic orderconvex orderHardy and Littlewood maximal functioncomplete lattices of probability measuressuprema of sets of probability measures
Inequalities; stochastic orderings (60E15) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Spaces of measures, convergence of measures (28A33)
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Approximation of martingale couplings on the line in the adapted weak topology ⋮ Lipschitz continuity of the Wasserstein projections in the convex order on the line ⋮ SAMPLING OF ONE-DIMENSIONAL PROBABILITY MEASURES IN THE CONVEX ORDER AND COMPUTATION OF ROBUST OPTION PRICE BOUNDS ⋮ A note on stochastic dominance, uniform integrability and lattice properties ⋮ Sampling of probability measures in the convex order by Wasserstein projection ⋮ Peacocks nearby: approximating sequences of measures
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