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- W2912795603 abstract "Weak optimal transport has been recently introduced by Gozlan et al. The original motivation stems from the theory of geometric inequalities; further applications concern numerics of martingale optimal transport and stability in mathematical finance. In this note we provide a complete geometric characterization of the 'weak' version of the classical monotone rearrangement between measures on the real line, complementing earlier results of Alfonsi, Corbetta, and Jourdain." @default.
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- W2912795603 date "2019-02-15" @default.
- W2912795603 modified "2023-09-27" @default.
- W2912795603 title "Weak monotone rearrangement on the line" @default.
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