142 citations · 230 across the 39 of their papers we have counts for
49 papers
An Elementary Proof of the Hambly-Lyons Uniqueness Theorem
Josef Teichmann, Walter Schachermayer, Valentin Tissot-Daguette
We give a self-contained proof, in the bounded variation setting, of the Hambly--Lyons uniqueness theorem, which states that (total) signature identifies the path up to tree-like e…
Existence of Bass martingales and the martingale BenamouBrenier problem in
Julio Backhoff-Veraguas, Mathias Beiglböck, Walter Schachermayer +1
In classical optimal transport, the contributions of BenamouBrenier and McCann regarding the time-dependent version of the problem are cornerstones of the field and form the bas…
A regularized Kellerer theorem in arbitrary dimension
Gudmund Pammer, Benjamin A. Robinson, Walter Schachermayer
We present a multidimensional extension of Kellerer's theorem on the existence of mimicking Markov martingales for peacocks, a term derived from the French for stochastic processes…
A Weak Law of Large Numbers for Dependent Random Variables
Ioannis Karatzas, Walter Schachermayer
Every sequence of random variables with contains a subsequence $…
A Strong Law of Large Numbers for Positive Random Variables
Ioannis Karatzas, Walter Schachermayer
In the spirit of the famous KOMLÓS (1967) theorem, every sequence of nonnegative, measurable functions on a probability space, contains a subsequence which -…
Faking Brownian motion with continuous Markov martingales
Mathias Beiglböck, George Lowther, Gudmund Pammer +1
Hamza-Klebaner posed the problem of constructing martingales with Brownian marginals that differ from Brownian motion, so called fake Brownian motions. Besides its theoretical appe…