Reconciliation of probability measures

DOI10.1017/S0956792518000682zbMath1455.60005OpenAlexW2903936105WikidataQ128781027 ScholiaQ128781027MaRDI QIDQ5242591

Nicolas Juillet, Jean Bérard

Publication date: 12 November 2019

Published in: European Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0956792518000682

zbMATH Keywords

optimal transportFarkas' lemmasigma-fieldsStrassen theoremjoint law

Mathematics Subject Classification ID

Variational problems in a geometric measure-theoretic setting (49Q20) Axioms; other general questions in probability (60A05)

Cites Work

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• Subjective multi-prior probability: a representation of a partial likelihood relation
• Optimal transportation for a quadratic cost with convex constraints and applications
• Dual potentials for capacity constrained optimal transport
• The optimal mass transport problem for relativistic costs
• Funktionen auf Produkträumen mit vorgegebenen Marginal-Funktionen
• Maßtheoretische Marginalprobleme
• A penalization approach to linear programming duality with application to capacity constrained transport
• The Existence of Probability Measures with Given Marginals

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