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20142020
most citedCournot-Nash equilibrium and optimal transport in a dynamic setting

4 citations · 4 across the 2 of their papers we have counts for

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Showing 2016 · math.PRShow all

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math.PR2016

Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization

Beatrice Acciaio, Julio Backhoff Veraguas, Anastasiia Zalashko

The martingale part in the semimartingale decomposition of a Brownian motion with respect to an enlargement of its filtration, is an anticipative mapping of the given Brownian moti…