Martingales associated to peacocks using the curtain coupling
type: Item
instance of: scholarly article
title: Martingales associated to peacocks using the curtain coupling
zbMATH Open document ID: 1391.60096
DOI: 10.1214/18-EJP138
author: Nicolas Juillet
published in: Electronic Journal of Probability
publication date: 2018-05-15T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ejp/1518426055
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60B10
Mathematics Subject Classification ID: 49M25
Mathematics Subject Classification ID: 60G48
Mathematics Subject Classification ID: 60J25
zbMATH DE Number: 6868353
zbMATH Keywords: convex order
zbMATH Keywords: peacocks
zbMATH Keywords: martingales
zbMATH Keywords: couplings
zbMATH Keywords: optimal transport
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 6868353