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A theorem of stochastic representation related to Monge-Kantorovich problem

✍ Scribed by Nacereddine Belili

Book ID: 104302915
Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 247 KB
Volume: 41
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(98)00130-8

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✦ Synopsis

This paper specializes the Skorohod almost sure representation theorem when the stochastic representation is related to Monge-Kantorovich problem. It is a generalisation of the result of Tuero (1993) who treats the case of Lfvy-Wasserstein metric. (~

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