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Generalized specific entropy on Wiener space with application to Martingale Optimal Transport

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Buet-Golfouse, Francois, Després, Anaïs, Ren, Zhenjie, Zhang, Xin
Format:	Preprint
Publié:	2026
Sujets:	Probability Optimization and Control
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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