Strassen's theorem for biased convex order

Beatrice Acciaio, Mathias Beiglböck, Evgeny Kolosov +1

Strassen's theorem asserts that for given marginal probabilities $\hat{I}¼,\hat{I}½$ there exists a martingale starting in $\hat{I}¼$ and terminating in $\hat{I}½$ if and only if $\hat{I}¼,\hat{I}½$ are in convex ord…