Peacocks Parametrised by a Partially Ordered Set
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Publication:5270094
DOI10.1007/978-3-319-44465-9_2zbMath1370.60082OpenAlexW2553993050MaRDI QIDQ5270094
Publication date: 22 June 2017
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-44465-9_2
Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Spaces of measures, convergence of measures (28A33) Convergence of probability measures (60B10)
Related Items (8)
Instability of martingale optimal transport in dimension \(\mathrm{d}\ge 2\) ⋮ Weak decreasing stochastic order ⋮ Mean residual life processes and associated submartingales ⋮ The Markov-quantile process attached to a family of marginals ⋮ Shadow couplings ⋮ A coupling proof of convex ordering for compound distributions ⋮ Shadow martingales -- a stochastic mass transport approach to the peacock problem ⋮ Stability of martingale optimal transport and weak optimal transport
Cites Work
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- Stability of the shadow projection and the left-curtain coupling
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- Stochastic integrals in the plane
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- Stochastic partial ordering
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- On extremal measures and subspace density
- On a Class of Optimal Transportation Problems with Infinitely Many Marginals
- Martingales and stochastic integrals for processes with a multi-dimensional parameter
- Root to Kellerer
- Kellerer’s Theorem Revisited
- On ℝd-valued peacocks
- The Existence of Probability Measures with Given Marginals
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