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Existence of Bass martingales and the martingale Benamou$-$Brenier problem in $\mathbb{R}^{d}$

Fuente: arXiv

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Bibliographic Details
Main Authors:	Backhoff-Veraguas, Julio, Beiglböck, Mathias, Schachermayer, Walter, Tschiderer, Bertram
Format:	Preprint
Published:	2023
Subjects:	Probability Primary 60G42, 60G44, Secondary 91G20
Online Access:	Acceder al recurso
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