Backward and forward Wasserstein projections in stochastic order
From MaRDI portal
Publication:6184578
DOI10.1016/J.JFA.2023.110201arXiv2110.04822OpenAlexW3207872663MaRDI QIDQ6184578
Young-Heon Kim, Yuanlong Y. L. Ruan
Publication date: 25 January 2024
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.04822
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Model-independent bounds for option prices -- a mass transport approach
- Stability of the shadow projection and the left-curtain coupling
- On intrinsic geometry of surfaces in normed spaces
- Stochastic orders
- Characterization of a class of weak transport-entropy inequalities on the line
- Stochastic orders and the frog model
- A generalization of Caffarelli's contraction theorem via (reverse) heat flow
- The linear stochastic order and directed inference for multivariate ordered distributions
- A solution to the Monge transport problem for Brownian martingales
- Instability of martingale optimal transport in dimension \(\mathrm{d}\ge 2\)
- Weak monotone rearrangement on the line
- Sampling of probability measures in the convex order by Wasserstein projection
- Computational methods for martingale optimal transport problems
- Optimal transport and Skorokhod embedding
- Concentration of measure principle and entropy-inequalities
- Kantorovich duality for general transport costs and applications
- PDE methods for optimal Skorokhod embeddings
- A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options
- The stopping distributions of a Markov process
- Polar factorization and monotone rearrangement of vector‐valued functions
- Harmonic functions on Alexandrov spaces and their applications
- On a mixture of Brenier and Strassen Theorems
- Optimal Brownian Stopping When the Source and Target Are Radially Symmetric Distributions
- The Existence of Probability Measures with Given Marginals
- Convex Analysis
- Inferences Under a Stochastic Ordering Constraint
- Approximately Subharmonic Functions
- Monotonicity properties of optimal transportation and the FKG and related inequalities
This page was built for publication: Backward and forward Wasserstein projections in stochastic order