scholarly journals On the stability of the martingale optimal transport problem: A set-valued map approach

2021 ◽  
pp. 109131
Author(s):  
Ariel Neufeld ◽  
Julian Sester
2021 ◽  
Vol 212 ◽  
pp. 106608
Author(s):  
Judy Yangjun Lin ◽  
Shaoyan Guo ◽  
Longhan Xie ◽  
Ruxu Du ◽  
Gu Xu

2016 ◽  
Vol 369 (5) ◽  
pp. 3289-3323 ◽  
Author(s):  
E. N. Barron ◽  
M. Bocea ◽  
R. R. Jensen

2018 ◽  
Vol 56 (1) ◽  
pp. 417-433 ◽  
Author(s):  
Erhan Bayraktar ◽  
Alexander M. G. Cox ◽  
Yavor Stoev

2005 ◽  
Vol 07 (04) ◽  
pp. 509-537 ◽  
Author(s):  
S. RIGOT

We give a solution of the optimal transport problem in groups of type H when the cost function is the square of either the Carnot–Carathéodory or Korányi distance. This generalizes results previously proved for the Heisenberg groups. We use the same strategy that the one which was developed in that special case together with slightly refined technicalities that essentially reflect the fact that the center of the group can be of dimension larger than one. For each distance we prove existence, uniqueness and give a characterization of the optimal transport. In the case of the Carnot–Carathéodory distance we also prove that the optimal transport arises as the limit of the optimal transports in natural Riemannian approximations.


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