Optimal martingale transport between radially symmetric marginals in general dimensions
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Abstract (arXiv)
We determine the optimal structure of couplings for the Martingale transport problem between radially symmetric initial and terminal laws μ, nu on Rd and show the uniqueness of optimizer. Here optimality means that such solutions will minimize the functional E |X-Y|p where 0<p ≤ 1, and the dimension d is arbitrary.
Key facts. Cited by 1 paper in the map (data through 13 Oct 2026). First posted on arXiv 11 Dec 2014.
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- 2024Global optimality under amenable symmetry constraintscited by 0
- 2024Global optimality under amenable symmetry constraints12 Feb 2024