On Strassen's Theorem for support functions

Stefan Schrott, Daniel Toneian

Strassen established that there exists a two step martingale with marginal distributions $\hat{I}¼$, $\hat{I}½$ if and only if $\hat{I}¼$, $\hat{I}½$ are in convex order. Recently Choné-Gozlan-Kramarz ob…