A Benamou-Brenier formulation of martingale optimal transport
Huesmann M, Trevisan D
Research article (journal) | Peer reviewedDetails about the publication
Journal: Bernoulli
Volume: 25
Issue: 4A
Page range: 2729-2757
Status: Published
Release year: 2019
Language in which the publication is written: English
DOI: 10.3150/18-BEJ1069
Link to the full text: https://doi.org/10.3150/18-BEJ1069
Authors from the University of Münster
| Huesmann, Martin | Professorship of applied mathematics |