Stefan Schrott

activity

20222026

most citedDenseness of biadapted Monge mappings

3 citations · 3 across the 9 of their papers we have counts for

collaborators

Showing 2023 · math.PRShow all

2 papers · 2 filters

math.PR2023

Representing General Stochastic Processes as Martingale Laws

Mathias Beiglböck, Gudmund Pammer, Stefan Schrott +1

Random variables $X^{i}$ , $i = 1, 2$ are 'probabilistically equivalent' if they have the same law. Moreover, in any class of equivalent random variables it is easy to select canonical r…

math.PR2023

On Strassen's Theorem for support functions

Stefan Schrott, Daniel Toneian

Strassen established that there exists a two step martingale with marginal distributions $μ$ , $ν$ if and only if $μ$ , $ν$ are in convex order. Recently Choné-Gozlan-Kramarz obtaine…