158 citations · 363 across the 23 of their papers we have counts for
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math.PR2012★ 158 cited
On a problem of optimal transport under marginal martingale constraints
Mathias Beiglböck, Nicolas Juillet
The basic problem of optimal transportation consists in minimizing the expected costs by varying the joint distribution where the marginal dis…
math.PR2012★ 52 cited
A trajectorial interpretation of Doob's martingale inequalities
B. Acciaio, M. Beiglböck, F. Penkner +2
We present a unified approach to Doob's maximal inequalities for . The novelty of our method is that these martingale inequalities are obtained as consequence…