Compactness criterion for semimartingale laws and semimartingale optimal transport
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DOI: 10.1090/tran/7663
Abstract: We provide a compactness criterion for the set of laws $\mathfrak{P}^{ac}_{sem}(\Theta)$ on the Skorokhod space for which the canonical process $X$ is a semimartingale having absolutely continuous characteristics with differential characteristics taking values in some… read more here.
Keywords: transport; theta; mathfrak sem; compactness criterion ... See more keywords