Cover Image

Representing General Stochastic Processes as Martingale Laws

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Beiglböck, Mathias, Pammer, Gudmund, Schrott, Stefan, Zhang, Xin
Format:	Preprint
Published:	2023
Subjects:	Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Denseness of biadapted Monge mappings
by: Beiglböck, Mathias, et al.
Published: (2022)

The Wasserstein Space of Stochastic Processes in Continuous Time
by: Bartl, Daniel, et al.
Published: (2025)

A Brenier Theorem on $(P_2 (...P_2(H)...), W_2 )$ and Applications to Adapted Transport
by: Beiglböck, Mathias, et al.
Published: (2025)

The Fundamental Theorem of Weak Optimal Transport
by: Beiglböck, Mathias, et al.
Published: (2025)

Change of numeraire for weak martingale transport
by: Beiglböck, Mathias, et al.
Published: (2024)

A Probabilistic View on the Adapted Wasserstein Distance
by: Beiglböck, Mathias, et al.
Published: (2024)

Strassen's theorem for biased convex order
by: Acciaio, Beatrice, et al.
Published: (2025)

The Gradient Flow of the Bass Functional in Martingale Optimal Transport
by: Backhoff-Veraguas, Julio, et al.
Published: (2024)

Absolutely Continuous Curves of Stochastic Processes
by: Acciaio, Beatrice, et al.
Published: (2025)

General duality and dual attainment for adapted transport
by: Kršek, Daniel, et al.
Published: (2024)

The Martingale Sinkhorn Algorithm
by: Hasenbichler, Manuel, et al.
Published: (2023)

A weak transport approach to the Schrödinger-Bass bridge
by: Hasenbichler, Manuel, et al.
Published: (2026)

Estimating causal distances with non-causal ones
by: Acciaio, Beatrice, et al.
Published: (2025)

Multicausal transport: barycenters and dynamic matching
by: Acciaio, Beatrice, et al.
Published: (2024)

Pinsker's inequality for adapted total variation
by: Beiglböck, Mathias, et al.
Published: (2025)

The geometry of the adapted Bures--Wasserstein space
by: Acciaio, Beatrice, et al.
Published: (2026)

Calibration of the Bass Local Volatility model
by: Acciaio, Beatrice, et al.
Published: (2023)

Entropic adapted Wasserstein distance on Gaussians
by: Acciaio, Beatrice, et al.
Published: (2024)

On Strassen's Theorem for support functions
by: Schrott, Stefan, et al.
Published: (2023)

A regularized Kellerer theorem in arbitrary dimension
by: Pammer, Gudmund, et al.
Published: (2022)

Martingale Optimal Transport and Martingale Schrödinger Bridges for Calibration of Stochastic Volatility Models
by: Zitridis, Antonios
Published: (2025)

Existence of Martingale Solutions to Stochastic Constrained Heat Equation
by: Hussain, Javed, et al.
Published: (2024)

Renewal Processes Represented as Doubly Stochastic Poisson Processes
by: Du, Xinlong, et al.
Published: (2024)

Implicit Regularization of Large Neural Networks via Mean-Field Formulation
by: Acciaio, Beatrice, et al.
Published: (2026)

Dynamic reinsurance via martingale transport
by: Acciaio, Beatrice, et al.
Published: (2026)

Stochastic Network Calculus with Localized Application of Martingales
by: Bouillard, Anne
Published: (2022)

Generalized specific entropy on Wiener space with application to Martingale Optimal Transport
by: Buet-Golfouse, Francois, et al.
Published: (2026)

Reciprocal Specific Relative Entropy between Continuous Martingales
by: Backhoff, Julio, et al.
Published: (2026)

Martingale Characterizations of Non-Homogeneous Counting Processes and Their Fractional Variants
by: Tathe, Kartik, et al.
Published: (2025)

Introduction to Martingales
by: Shah, Rohan
Published: (2024)

Martingale Solutions of Stochastic Constrained Modified Swift-Hohenberg Equation
by: Ahmed, Saeed, et al.
Published: (2025)

Left Tail of the Subcritical Derivative Martingale in a Branching Wiener Process
by: Chen, Xinxin, et al.
Published: (2025)

The Global Existence of Martingale Solutions to Stochastic Compressible Navier-Stokes Equations with Density-dependent Viscosity
by: Li, Yachun, et al.
Published: (2022)

Weak Martingale Solutions of the Stochastic Schrödinger-Poisson-Landau-Lifshitz-Gilbert System
by: Wei, Yurong, et al.
Published: (2025)

The geometry of financial institutions -- Wasserstein clustering of financial data
by: Riess, Lorenz, et al.
Published: (2023)

Bridging classical and martingale Schrödinger bridges
by: Backhoff, Julio, et al.
Published: (2026)

Matrix Moment and Concentration Inequalities for Martingales and Ergodic Markov Chains with Applications in Statistical Learning
by: Peng, Yang, et al.
Published: (2025)

Non-Martingale Fixed-Point Processes for Iterated Monodromy Groups
by: He, Jianfei, et al.
Published: (2024)

Convergence of Two Time-Scale Stochastic Approximation: A Martingale Approach
by: Vidyasagar, Mathukumalli
Published: (2026)

Multi-Dimensional Martingales from Mutual Information
by: Kay, Michael M.
Published: (2025)