Dominykas Norgilas

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20242026

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3 papers · 1 filter

math.PR2026

Stability of supermartingale optimal transport problems

Shuoqing Deng, Gaoyue Guo, Dominykas Norgilas

We investigate stability properties of weak supermartingale optimal transport (WSOT) problems on $R$ . For probability measures $I^¼, I^½ \in P_{r}$ satisfying $Î¼\leq_{…

math.PR2025

An injective martingale coupling

David Hobson, Dominykas Norgilas

We give an injective martingale coupling; in particular, given measures $I^¼$ and $I^½$ in convex order on $R$ such that $I^½$ is continuous, we construct a martingale transpo…

math.PR2024

Generalizing Super/Sub MOT using weak $L^{1}$ transport

Erhan Bayraktar, Dominykas Norgilas

In this article we revisit the weak optimal transport (WOT) problem, introduced by Gozlan, Roberto, Samson and Tetali (2017). We work on the real line, with barycentric cost functi…

Stability of supermartingale optimal transport problems

An injective martingale coupling

Generalizing Super/Sub MOT using weak L1 transport

Generalizing Super/Sub MOT using weak $L^{1}$ transport