De March, Hadrien
- Irreducible convex paving for decomposition of multi-dimensional\n martingale transport plans
2017/02/27 by Hadrien De March, De March, Hadrien, Nizar Touzi +1 · 5 citations
Mathematics · Computer Science · #Point processes and geometric inequalities #Optimization and Variational Analysis
- Entropic approximation for multi-dimensional martingale optimal transport
2018/12/28 by Hadrien De March, De March, Hadrien · 1 citation
Mathematics · Physics and Astronomy · #65C50 #90C05 #90C06 #90C08 #90C25 #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Spectral Theory in Mathematical Physics