2 papers
math.PR2023
Maximal Martingale Wasserstein Inequality
Benjamin Jourdain, Kexin Shao
In this note, we complete the analysis of the Martingale Wasserstein Inequality started in arXiv:2011.11599 by checking that this inequality fails in dimension when the in…
math.PR2023
Non-decreasing martingale couplings
Benjamin Jourdain, Kexin Shao
For many examples of couples of probability measures on the real line in the convex order, we observe numerically that the Hobson and Neuberger martingale coupling, which m…