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COMPACTNESS CRITERION FOR SEMIMARTINGALE LAWS AND SEMIMARTINGALE OPTIMAL TRANSPORT

Liu, C; Neufeld, A

Liu, C (reprint author), Swiss Fed Inst Technol, Dept Math, CH-8092 Zurich, Switzerland.

TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 2019; 372 (1): 187

Abstract

We provide a compactness criterion for the set of laws beta(ac)(sem) (Theta) on the Skorokhod space for which the canonical process X is a semimarting......

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