Approximation with independent variables

DOI10.3934/fmf.2023011arXiv2206.02463OpenAlexW4361862292MaRDI QIDQ6134132

Chitro Majumdar, Freddy Delbaen

Publication date: 25 July 2023

Published in: Frontiers of Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.02463

zbMATH Keywords

independenceapproximationtransport theoryoptimal transport planMonge-kantorovitch

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Communication, information (94A99) Artificial intelligence (68T99)

Related Items (1)

Generalized Gini's mean difference through distortions and copulas, and related minimizing problems

Cites Work

• An Extension of Skorohod's Almost Sure Representation Theorem
• Probability Theory with Applications
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