Strassen's theorem for biased convex order

Beatrice Acciaio, Mathias Beiglböck, Evgeny Kolosov +1

Strassen's theorem asserts that for given marginal probabilities $\mu ,\nu$ there exists a martingale starting in $\mu$ and terminating in $\nu$ if and only if $\mu ,\nu$ are in convex order. Fr…