9 citations · 20 across the 7 of their papers we have counts for
7 papers
The geometry of multi-marginal Skorokhod Embedding
Mathias Beiglboeck, Alexander Cox, Martin Huesmann
The Skorokhod Embedding Problem (SEP) is one of the classical problems in the study of stochastic processes, with applications in many different fields (cf.~ the surveys \cite{Ob04…
Dual attainment for the martingale transport problem
Mathias Beiglboeck, Tongseok Lim, Jan Obłój
We investigate existence of dual optimizers in one-dimensional martingale optimal transport problems. While [BNT16] established such existence for weak (quasi-sure) duality, [BHP13…
Monotone Martingale Transport Plans and Skorohod Embedding
Mathias Beiglboeck, Pierre Henry-Labordere, Nizar Touzi
We show that the left-monotone martingale coupling is optimal for any given performance function satisfying the martingale version of the Spence-Mirrlees condition, without assumin…
A Simple Proof of the Bichteler-Dellacherie Theorem
Mathias Beiglboeck, Pietro Siorpaes
We give a simple and rather elementary proof of the celebrated Bichteler-Dellacherie-Mokobodzki Theorem, which states that a process S is a good integrator if and only if it is a s…
On the Duality Theory for the Monge-Kantorovich Transport Problem
Mathias Beiglböck, Christian Léonard, Walter Schachermayer
The paper is accompanying "A general Duality Theorem for the Monge-Kantorovich Transport Problem". We explain the methods used in this article in an elementary setting and present…
Sumset Phenomenon in Countable Amenable Groups
Mathias Beiglboeck, Vitaly Bergelson, Alexander Fish
Jin proved that whenever and are sets of positive upper density in , is piecewise syndetic. Jin's theorem was subsequently generalized by Jin and Keisler to a cer…