Approximation of martingale couplings on the line in the adapted weak topology M Beiglböck, B Jourdain, W Margheriti, G Pammer Probability Theory and Related Fields 183 (1), 359-413, 2022 | 17 | 2022 |
A new family of one dimensional martingale couplings B Jourdain, W Margheriti | 17 | 2020 |
Stability of the weak martingale optimal transport problem M Beiglböck, B Jourdain, W Margheriti, G Pammer The Annals of Applied Probability 33 (6B), 5382-5412, 2023 | 5 | 2023 |
Monotonicity and stability of the weak martingale optimal transport problem M Beiglböck, B Jourdain, W Margheriti, G Pammer Annals of Applied Probability, to appear, 2023 | 5 | 2023 |
Martingale Wasserstein inequality for probability measures in the convex order B Jourdain, W Margheriti Bernoulli 28 (2), 830-858, 2022 | 3 | 2022 |
Lipschitz continuity of the Wasserstein projections in the convex order on the line B Jourdain, W Margheriti, G Pammer Electronic Communications in Probability 28, 1-13, 2023 | 2 | 2023 |
One dimensional martingale rearrangement couplings B Jourdain, W Margheriti ESAIM: Probability and Statistics 26, 495-527, 2022 | 1 | 2022 |
Stability of the Weak Martingale Optimal Transport Problem B Jourdain, W Margheriti, G Pammer arXiv. org, 2022 | | 2022 |
Sur la stabilité du problème de transport optimal martingale W Margheriti Université Paris-Est, 2020 | | 2020 |