Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Shadow martingales -- a stochastic mass transport approach to the peacock problem - MaRDI portal

Shadow martingales -- a stochastic mass transport approach to the peacock problem

From MaRDI portal

Publication:6343204

Jump to:navigation, search

DOI10.1214/22-EJP846zbMath1507.60041arXiv2006.10478MaRDI QIDQ6343204

Martin Huesmann, Martin Brückerhoff, Nicolas Juillet

Publication date: 18 June 2020

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Derivative securities (option pricing, hedging, etc.) (91G20) Optimal transportation (49Q22)

This page was built for publication: Shadow martingales -- a stochastic mass transport approach to the peacock problem

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:6343204&oldid=35953367"