Matches in SemOpenAlex for { <https://semopenalex.org/work/W3159458423> ?p ?o ?g. }
Showing items 1 to 70 of
70
with 100 items per page.
- W3159458423 endingPage "109131" @default.
- W3159458423 startingPage "109131" @default.
- W3159458423 abstract "Continuity of the value of the martingale optimal transport problem on the real line w.r.t. its marginals was recently established in Backhoff-Veraguas and Pammer (2019) and Wiesel (2019). We present a new perspective of this result using the theory of set-valued maps. In particular, using results from Beiglböck et al. (2021), we show that the set of martingale measures with fixed marginals is continuous, i.e., lower- and upper hemicontinuous, w.r.t. its marginals. Moreover, we establish compactness of the set of optimizers as well as upper hemicontinuity of the optimizers w.r.t. the marginals." @default.
- W3159458423 created "2021-05-10" @default.
- W3159458423 creator A5010656544 @default.
- W3159458423 creator A5059052733 @default.
- W3159458423 date "2021-09-01" @default.
- W3159458423 modified "2023-09-25" @default.
- W3159458423 title "On the stability of the martingale optimal transport problem: A set-valued map approach" @default.
- W3159458423 cites W2003276367 @default.
- W3159458423 cites W2006510190 @default.
- W3159458423 cites W2070589948 @default.
- W3159458423 cites W2165299046 @default.
- W3159458423 cites W2322654430 @default.
- W3159458423 cites W2339312800 @default.
- W3159458423 cites W2580913477 @default.
- W3159458423 cites W2963012338 @default.
- W3159458423 cites W2964100790 @default.
- W3159458423 cites W3000038523 @default.
- W3159458423 cites W3103030658 @default.
- W3159458423 cites W3121775000 @default.
- W3159458423 cites W3122203059 @default.
- W3159458423 doi "https://doi.org/10.1016/j.spl.2021.109131" @default.
- W3159458423 hasPublicationYear "2021" @default.
- W3159458423 type Work @default.
- W3159458423 sameAs 3159458423 @default.
- W3159458423 citedByCount "5" @default.
- W3159458423 countsByYear W31594584232022 @default.
- W3159458423 countsByYear W31594584232023 @default.
- W3159458423 crossrefType "journal-article" @default.
- W3159458423 hasAuthorship W3159458423A5010656544 @default.
- W3159458423 hasAuthorship W3159458423A5059052733 @default.
- W3159458423 hasBestOaLocation W31594584232 @default.
- W3159458423 hasConcept C114614502 @default.
- W3159458423 hasConcept C118615104 @default.
- W3159458423 hasConcept C185637853 @default.
- W3159458423 hasConcept C18648836 @default.
- W3159458423 hasConcept C202444582 @default.
- W3159458423 hasConcept C28826006 @default.
- W3159458423 hasConcept C33923547 @default.
- W3159458423 hasConcept C48406656 @default.
- W3159458423 hasConcept C58435881 @default.
- W3159458423 hasConceptScore W3159458423C114614502 @default.
- W3159458423 hasConceptScore W3159458423C118615104 @default.
- W3159458423 hasConceptScore W3159458423C185637853 @default.
- W3159458423 hasConceptScore W3159458423C18648836 @default.
- W3159458423 hasConceptScore W3159458423C202444582 @default.
- W3159458423 hasConceptScore W3159458423C28826006 @default.
- W3159458423 hasConceptScore W3159458423C33923547 @default.
- W3159458423 hasConceptScore W3159458423C48406656 @default.
- W3159458423 hasConceptScore W3159458423C58435881 @default.
- W3159458423 hasLocation W31594584231 @default.
- W3159458423 hasLocation W31594584232 @default.
- W3159458423 hasOpenAccess W3159458423 @default.
- W3159458423 hasPrimaryLocation W31594584231 @default.
- W3159458423 hasRelatedWork W1969398172 @default.
- W3159458423 hasRelatedWork W1987297104 @default.
- W3159458423 hasRelatedWork W1998549733 @default.
- W3159458423 hasRelatedWork W2001286765 @default.
- W3159458423 hasRelatedWork W2072886139 @default.
- W3159458423 hasRelatedWork W2074118433 @default.
- W3159458423 hasRelatedWork W2156218259 @default.
- W3159458423 hasRelatedWork W2371805379 @default.
- W3159458423 hasRelatedWork W3195055721 @default.
- W3159458423 hasRelatedWork W4307416620 @default.
- W3159458423 hasVolume "176" @default.
- W3159458423 isParatext "false" @default.
- W3159458423 isRetracted "false" @default.
- W3159458423 magId "3159458423" @default.
- W3159458423 workType "article" @default.