Fetching the paper…
Reading the bibliography…
A number of researchers have independently introduced topologies on the set of laws of stochastic processes that extend the usual weak topology.
An extension of Tietze’s theorem
J. Dugundji · 1951
Earlier work this paper cites.
The continuity of optimal dynamic decision rules
J. S. Jordan · 1977
Earlier work this paper cites.
Weak convergence and general theory of processes
D. J. Aldous · 1981
Earlier work this paper cites.
Adapted probability distributions
D. N. Hoover and H. J. Keisler · 1984
Earlier work this paper cites.
The Wasserstein distance and approximation theorems
L. Rüschendorf · 1985
Earlier work this paper cites.
Extensions of Lipschitz maps into banach spaces
W. B. Johnson, J. Lindenstrauss, and G. Schechtman · 1986
Earlier work this paper cites.
Sur l’approximation des réduites
D. Lamberton and G. Pagès · 1990
Earlier work this paper cites.
Convergence in distribution and Skorokhod convergence for the general theory of processes
D. Hoover · 1991
Earlier work this paper cites.
Sequential decisions under uncertainty and the maximum theorem
M. F. Hellwig · 1996
Earlier work this paper cites.
On weak convergence of filtrations
F. Coquet, J. Mémin, and L. Słominski · 2001
Earlier work this paper cites.
Discrete–time approximations of the holmström–milgrom brownian–motion model of intertemporal incentive provision
M. F. Hellwig and K. M. Schmidt · 2002
Earlier work this paper cites.
Information, measurability, and continuous behavior
T. Van Zandt · 2002
Earlier work this paper cites.
Stability of doob-meyer decomposition under extended convergence
J. Mémin · 2003
Earlier work this paper cites.
On the geometry of the space of probability measures in ℝ n \mathbb{R}^{n} endowed with the quadratic optimal transport distance
N. Gigli · 2004
Cited alongside, same era.
Convergence of values in optimal stopping and convergence of optimal stopping times
F. Coquet and S. Toldo · 2007
Cited alongside, same era.
Optimal transport: old and new
C. Villani · 2008
Cited alongside, same era.
A distance for multistage stochastic optimization models
G. C. Pflug and A. Pichler · 2012
Cited alongside, same era.
Hedging of game options with the presence of transaction costs
Y. Dolinsky · 2013
Cited alongside, same era.
Evaluations of risk measures for different probability measures
A. Pichler · 2013
Cited alongside, same era.
Causal transference plans and their Monge-Kantorovich problems
R. Lassalle · 2018
Later among the works it cites.
High-dimensional probability
R. Vershynin · 2018
Later among the works it cites.
Existence, duality, and cyclical monotonicity for weak transport costs
J. Backhoff-Veraguas, M. Beiglböck, and G. Pammer · 2019
Later among the works it cites.
On a Wasserstein-type distance between solutions to stochastic differential equations
J. Bion-Nadal and D. Talay · 2019
Later among the works it cites.
Compactness in Adapted Weak Topologies
M. Eder · 2019
Later among the works it cites.
Incorporating statistical model error into the calculation of acceptability prices of contingent claims
M. Glanzer, G. C. Pflug, and A. Pichler · 2019
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
The topology of information on the space of probability measures over Polish spaces
M. Barbie and A. Gupta · 2014
Cited alongside, same era.
Multistage stochastic optimization
G. C. Pflug and A. Pichler · 2014
Cited alongside, same era.
On the rate of convergence in Wasserstein distance of the empirical measure
N. Fournier and A. Guillin · 2015
Cited alongside, same era.
Dynamic generation of scenario trees
G. C. Pflug and A. Pichler · 2015
Cited alongside, same era.
From empirical observations to tree models for stochastic optimization: convergence properties
G. C. Pflug and A. Pichler · 2016
Cited alongside, same era.
Causal transport in discrete time and applications
J. Backhoff-Veraguas, M. Beiglböck, Y. Lin, and A. Zalashko · 2017
Cited alongside, same era.
Later among the works it cites.
Stability results for martingale representations: the general case
A. Papapantoleon, D. Possamai, and A. Saplaouras · 2019
Later among the works it cites.
Extended mean field control problems: stochastic maximum principle and transport perspective
B. Acciaio, J. Backhoff-Veraguas, and R. Carmona · 2020
Closest in time.
All adapted topologies are equal
J. Backhoff-Veraguas, D. Bartl, M. Beiglböck, and M. Eder · 2020
Closest in time.
Adapted wasserstein distances and stability in mathematical finance
J. Backhoff-Veraguas, D. Bartl, B. Mathias, and E. Manu · 2020
Closest in time.
Martingale benamou–brenier: a probabilistic perspective
J. Backhoff-Veraguas, M. Beiglböck, M. Huesmann, and S. Källblad · 2020
Closest in time.
Extended weak convergence and utility maximisation with proportional transaction costs
E. Bayraktar, L. Dolinskyi, and Y. Dolinsky · 2020
Closest in time.