Empirical martingale projections via the adapted Wasserstein distance

Fuente: arXiv

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Bibliographic Details
Main Authors:	Blanchet, Jose, Wiesel, Johannes, Zhang, Erica, Zhang, Zhenyuan
Format:	Preprint
Published:	2024
Subjects:	Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2401.12197