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William MARGHERITI
William MARGHERITI
Unknown affiliation
Verified email at enpc.fr - Homepage
Title
Cited by
Cited by
Year
A new family of one dimensional martingale couplings
B Jourdain, W Margheriti
182020
Approximation of martingale couplings on the line in the adapted weak topology
M Beiglböck, B Jourdain, W Margheriti, G Pammer
Probability Theory and Related Fields 183 (1), 359-413, 2022
142022
Stability of the weak martingale optimal transport problem
M Beiglböck, B Jourdain, W Margheriti, G Pammer
The Annals of Applied Probability 33 (6B), 5382-5412, 2023
72023
Approximation of martingale couplings on the line in the weak adapted topology
M Beiglböck, B Jourdain, W Margheriti, G Pammer
arXiv preprint arXiv:2101.02517, 2021
42021
Martingale Wasserstein inequality for probability measures in the convex order
B Jourdain, W Margheriti
Bernoulli 28 (2), 830-858, 2022
32022
Lipschitz continuity of the Wasserstein projections in the convex order on the line
B Jourdain, W Margheriti, G Pammer
Electronic Communications in Probability 28, 1-13, 2023
22023
One dimensional martingale rearrangement couplings
B Jourdain, W Margheriti
ESAIM: Probability and Statistics 26, 495-527, 2022
12022
One dimensional martingale rearrangement couplings
B Jourdain, W Margheriti
arXiv preprint arXiv:2101.12651, 2021
12021
Stability of the Weak Martingale Optimal Transport Problem
B Jourdain, W Margheriti, G Pammer
arXiv. org, 2022
2022
Sur la stabilité du problème de transport optimal martingale
W Margheriti
Université Paris-Est, 2020
2020
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