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math.PR2020★ 7 cited
Shadow martingales -- a stochastic mass transport approach to the peacock problem
Martin Brückerhoff, Martin Huesmann, Nicolas Juillet
Given a family of real probability measures increasing in convex order (a peacock) we describe a systematic method to create a martingale exactly fitting the marg…
math.DG2020★ 1 cited
SubRiemanniann structures do not satisify Riemannian Brunn--Minkowski inequalities
Nicolas Juillet
We prove that no Brunn--Minkowski inequality from the Riemannian theories of curvature-dimension and optimal transportation can by satisfied by a strictly subRiemannian structure.…