Mathias Beiglbock

activity

20052026

most citedA model-free version of the fundamental theorem of asset pricing and the super-replication theorem

15 citations · 23 across the 16 of their papers we have counts for

collaborators

Showing 2025Show all

4 papers · 1 filter

math.PR2025

A Brenier Theorem on $(P_{2} (... P_{2} (H) ...), W_{2})$ and Applications to Adapted Transport

Mathias Beiglböck, Gudmund Pammer, Stefan Schrott

We develop Brenier theorems on iterated Wasserstein spaces. For a separable Hilbert space $H$ and $N \geq 1$ , we construct a full-support probability $Λ$ on $P_2^{N}(H)= P_2(... P_2…

math.PR2025

Strassen's theorem for biased convex order

Beatrice Acciaio, Mathias Beiglböck, Evgeny Kolosov +1

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

math.PR2025

The Fundamental Theorem of Weak Optimal Transport

Mathias Beiglböck, Gudmund Pammer, Lorenz Riess +1

The fundamental theorem of classical optimal transport establishes strong duality and characterizes optimizers through a complementary slackness condition. Milestones such as Breni…

math.PR2025

The Wasserstein Space of Stochastic Processes in Continuous Time

Daniel Bartl, Mathias Beiglböck, Gudmund Pammer +2

Researchers from different areas have independently defined extensions of the usual weak convergence of laws of stochastic processes with the goal of adequately accounting for the…

A Brenier Theorem on (P2​(...P2​(H)...),W2​) and Applications to Adapted Transport

Strassen's theorem for biased convex order

The Fundamental Theorem of Weak Optimal Transport

The Wasserstein Space of Stochastic Processes in Continuous Time

A Brenier Theorem on $(P_{2} (... P_{2} (H) ...), W_{2})$ and Applications to Adapted Transport