E-LIB Suche - Ergebnisse für: Beiglböck, Mathias

1

Faking Brownian motion with continuous Markov martingales:

Beiglböck, Mathias ; Lowther, George ; Pammer, Gudmund.
Finance and Stochastics. 28 (2023) 1 - p. 259-284 , 2023

Link: https://doi.org/10.1007/..

2

SARS-CoV-2 rapid antigen tests provide benefits for epidemi..:

Polechová, Jitka ; Johnson, Kory D. ; Payne, Pavel...
Journal of Clinical Epidemiology. 145 (2022) - p. 14-19 , 2022

Link: https://doi.org/10.1016/..

3

Robust models of disease heterogeneity and control, with ap..:

Johnson, Kory D. ; Grass, Annemarie ; Toneian, Daniel...
PLOS Global Public Health. 2 (2022) 5 - p. e0000412 , 2022

Link: https://doi.org/10.1371/..

4

A non‐linear monotonicity principle and applications to Sch..:

Backhoff‐Veraguas, Julio ; Beiglböck, Mathias ; Conforti, Giovanni
Bulletin of the London Mathematical Society. 54 (2022) 5 - p. 1998-2013 , 2022

Link: https://doi.org/10.1112/..

5

Weak transport for non‐convex costs and model‐independence ..:

Acciaio, Beatrice ; Beiglböck, Mathias ; Pammer, Gudmund
Mathematical Finance. 31 (2021) 4 - p. 1423-1453 , 2021

Link: https://doi.org/10.1111/..

6

Fine properties of the optimal Skorokhod embedding problem:

Beiglböck, Mathias ; Nutz, Marcel ; Stebegg, Florian
Journal of the European Mathematical Society. 24 (2021) 4 - p. 1389-1429 , 2021

Link: https://doi.org/10.4171/..

7

Disease momentum: Estimating the reproduction number in the..:

Johnson, Kory D. ; Beiglböck, Mathias ; Eder, Manuel...
Infectious Disease Modelling. 6 (2021) - p. 706-728 , 2021

Link: https://doi.org/10.1016/..

8

Analysis of the specificity of a COVID-19 antigen test in t..:

Hledík, Michal ; Polechová, Jitka ; Beiglböck, Mathias...
PLOS ONE. 16 (2021) 7 - p. e0255267 , 2021

Link: https://doi.org/10.1371/..

9

From Bachelier to Dupire via optimal transport:

Beiglböck, Mathias ; Pammer, Gudmund ; Schachermayer, Walter
Finance and Stochastics. 26 (2021) 1 - p. 59-84 , 2021

Link: https://doi.org/10.1007/..

10

Fundamental properties of process distances:

Veraguas, Julio Backhoff ; Beiglböck, Mathias ; Eder, Manu.
Stochastic Processes and their Applications. 130 (2020) 9 - p. 5575-5591 , 2020

Link: https://doi.org/10.1016/..

11

Adapted Wasserstein distances and stability in mathematical..:

Backhoff-Veraguas, Julio ; Bartl, Daniel ; Beiglböck, Mathias.
Finance and Stochastics. 24 (2020) 3 - p. 601-632 , 2020

Link: https://doi.org/10.1007/..

12

All adapted topologies are equal:

Backhoff-Veraguas, Julio ; Bartl, Daniel ; Beiglböck, Mathias.
Probability Theory and Related Fields. 178 (2020) 3-4 - p. 1125-1172 , 2020

Link: https://doi.org/10.1007/..

13

MARTINGALE BENAMOU–BRENIER: A PROBABILISTIC PERSPECTIVE:

Backhoff-Veraguas, Julio ; Beiglböck, Mathias ; Huesmann, Martin.
The Annals of Probability. 48 (2020) 5 - p. 2258-2289 , 2020

Link: https://www.jstor.org/st..

14

The geometry of multi-marginal Skorokhod Embedding:

Beiglböck, Mathias ; Cox, Alexander M. G. ; Huesmann, Martin
Probability Theory and Related Fields. 176 (2019) 3-4 - p. 1045-1096 , 2019

Link: https://doi.org/10.1007/..

15

Geometry of distribution-constrained optimal stopping probl..:

Beiglböck, Mathias ; Eder, Manu ; Elgert, Christiane.
Probability Theory and Related Fields. 172 (2018) 1-2 - p. 71-101 , 2018

Link: https://doi.org/10.1007/..