55 citations · 79 across the 14 of their papers we have counts for
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math.PR2015★ 15 cited
Root to Kellerer
Mathias Beiglböck, Martin Huesmann, Florian Stebegg
We revisit Kellerer's Theorem, that is, we show that for a family of real probability distributions which increases in convex order there exists a Markov marti…
math.PR2015
Complete Duality for Martingale Optimal Transport on the Line
Mathias Beiglböck, Marcel Nutz, Nizar Touzi
We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual p…