Tightness and duality of martingale transport on the Skorokhod space
type: Item
instance of: scholarly article
title: Tightness and duality of martingale transport on the Skorokhod space
zbMATH Open document ID: 1406.91443
author: Gaoyue Guo
author: Xiaolu Tan
author: Nizar Touzi
published in: Stochastic Processes and their Applications
publication date: 2017-02-14T00:00:00Z
full work available at URL: https://arxiv.org/abs/1507.01125
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60B11
Mathematics Subject Classification ID: 49N15
Mathematics Subject Classification ID: 49L20
zbMATH DE Number: 6684579
zbMATH Keywords: \(S\)-topology
zbMATH Keywords: dynamic programming principle
zbMATH Keywords: robust superhedging
MaRDI profile type: Publication
OpenAlex ID: W2963304974
arXiv ID: 1507.01125
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DOI: 10.1016/J.SPA.2016.07.005
description: scientific article