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math.PR2026
Fixed Points for the -Bass Martingale: Existence, Stability, and Convergence
Beatrice Acciaio, Antonio Marini
We establish existence, uniqueness, stability, and convergence results for one-dimensional -Bass martingales, characterized as the martingales with prescribed initial and termin…
math.PR2026
Existence of -Bass martingales in the semidiscrete setting
Beatrice Acciaio, Antonio Marini
The class of -Bass martingales provides a natural answer to a central question in martingale optimal transport: how to construct martingales with prescribed initial and terminal…