Beiglboeck, Mathias
- Existence, Duality, and Cyclical monotonicity for weak transport costs
2018/09/16 by Julio Backhoff‐Veraguas, Veraguas, Julio Backhoff, Mathias Beiglboeck +3 · 7 citations
Mathematics · #Classical Analysis and ODEs (math.CA) #FOS: Mathematics #Geometric Analysis and Curvature Flows #Nonlinear Partial Differential Equations #Optimization and Control (math.OC) #Point processes and geometric inequalities #Probability (math.PR)
- Optimal Transport and Skorokhod Embedding
2013/07/13 by Mathias Beiglboeck, Alexander M. G. Cox, Beiglboeck, Mathias +3 · 5 citations
Economics, Econometrics and Finance · Mathematics · #60G42 #60G44 (Primary) 91G20 (Secondary) #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Sumset Phenomenon in Countable Amenable Groups
2009/05/14 by Mathias Beiglboeck, Beiglboeck, Mathias, Vitaly Bergelson +3 · 1 citation
Computer Science · Mathematics · #Advanced Graph Theory Research #Advanced Topology and Set Theory #Dynamical Systems (math.DS) #FOS: Mathematics #Limits and Structures in Graph Theory
- Duality for rectified Cost Functions
2010/09/09 by Beiglboeck, Mathias, Pratelli, Aldo · 1 citation
#FOS: Mathematics #Optimization and Control (math.OC)
- A short Proof of the Doob-Meyer Theorem
2010/12/23 by Beiglboeck, Mathias, Schachermayer, Walter, Veliyev, Bezirgen · 1 citation
#60G05 #60G07 #FOS: Mathematics #Probability (math.PR)
- Shadow couplings
2016/09/12 by Mathias Beiglboeck, Nicolas Juillet, Beiglboeck, Mathias +1 · 1 citation
Mathematics · #60G42 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics
- Monotone Martingale Transport Plans and Skorohod Embedding
2017/01/24 by Beiglboeck, Mathias, Henry-Labordere, Pierre, Touzi, Nizar · 1 citation
#FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR)
- Dual attainment for the martingale transport problem
2017/05/11 by Beiglboeck, Mathias, Lim, Tongseok, Obłój, Jan · 1 citation
#49N05 #60G42 #FOS: Mathematics #Probability (math.PR)
- The geometry of multi-marginal Skorokhod Embedding
2017/05/26 by Mathias Beiglboeck, Beiglboeck, Mathias, Alexander M. G. Cox +3 · 1 citation
Mathematics · Economics, Econometrics and Finance · #Markov Chains and Monte Carlo Methods #Geometric Analysis and Curvature Flows #Stochastic processes and financial applications