mlsanityData to 13 Oct 2026

Optimal martingale transport between radially symmetric marginals in general dimensions

arXiv 1412.3530 ↗First posted 11 Dec 2014math.OC math.PR q-fin.MFcited by 1

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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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