منابع مشابه
An Explicit Martingale Version of Brenier’s Theorem
By investigating model-independent bounds for exotic options in financial mathematics, a martingale version of the Monge-Kantorovich mass transport problem was introduced in [3, 24]. In this paper, we extend the one-dimensional Brenier’s theorem to the present martingale version. We provide the explicit martingale optimal transference plans for a remarkable class of coupling functions correspon...
متن کاملAn explicit martingale version of the one-dimensional Brenier theorem
By investigating model-independent bounds for exotic options in financial mathematics, a martingale version of the Monge-Kantorovich mass transport problem was introduced in [3, 24]. Further, by suitable adaptation of the notion of cyclical monotonicity, [4] obtained an extension of the one-dimensional Brenier’s theorem to the present martingale version. In this paper, we complement the previou...
متن کاملAn Explicit Martingale Version of the One - dimensional Brenier ’ s Theorem with Full Marginals Constraint ∗
We provide an extension to the infinitely-many marginals case of the martingale version of the Fréchet-Hoeffding coupling (which corresponds to the one-dimensional Brenier theorem). In the two-marginal context, this extension was obtained by Beiglböck & Juillet [7], and further developed by Henry-Labordère & Touzi [40], see also [6]. Our main result applies to a special class of reward function...
متن کاملAN LP-LQ-VERSION OF MORGAN’S THEOREM FOR THE GENERALIZED BESSEL TRANSFORM
n this article, we prove An Lp-Lq-version of Morgan’s theorem for the generalized Bessel transform.
متن کاملAn intuitionistic version of Ramsey Theorem (italian version)
RIASSUNTO. Il teorema di Ramsey [6] per coppie e’ provabile classicamente ma non intuizionisticamente [2]. In questa nota mostriamo che Ramsey si puo’ rienunciare in una forma intuizionisticamente provabile, informativa (o quanto meno priva di negazioni), e classicamente equivalente all’originale. A differenza di precedenti tentativi, non utilizziamo ne’ il noncontroesempio come in [1], [5], ne...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Acta Arithmetica
سال: 1998
ISSN: 0065-1036,1730-6264
DOI: 10.4064/aa-85-1-79-96