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Empirical martingale projections via the adapted Wasserstein distance

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Blanchet, Jose, Wiesel, Johannes, Zhang, Erica, Zhang, Zhenyuan
Format:	Preprint
Publié:	2024
Sujets:	Probability
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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