Concepedia

Concept

martingale transport

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295

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27.6K

Citations

367

Authors

197

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About

Martingale transport is a field within optimal transport theory that investigates the problem of finding couplings between probability measures subject to stochastic order constraints, typically requiring that one marginal is stochastically dominated by the other in a supermartingale sense, or requiring a martingale property. It focuses on characterizing the structure of such couplings and solving related optimization problems.

Top Authors

Rankings shown are based on concept H-Index.

AK

Linnaeus University

JL

Harvard University Press

JL

University of Illinois System

MG

London School of Economics and Political Science

GS

New Mexico State University

Top Institutions

Rankings shown are based on concept H-Index.

Stanford University

Stanford, United States

New Mexico State University

Las Cruces, United States

Utrecht University

Utrecht, The Netherlands

New York University

New York, United States