[Le processus Markov-quantile attaché à une famille de marges]
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Keywords: Markov process, quantile process, optimal transport, continuity equation, increasing process, Kellerer’s theorem, martingale optimal transport, peacocks, copula
Mots-clés : Processus markovien, processus quantile, transport optimal, équation de continuité, processus croissant, théorème de Kellerer, transport optimal martingale optimal, peacocks, copule
Charles Boubel 1 ; Nicolas Juillet 1

@article{JEP_2022__9__1_0, author = {Charles Boubel and Nicolas Juillet}, title = {The {Markov-quantile} process attached to a~family of marginals}, journal = {Journal de l{\textquoteright}\'Ecole polytechnique {\textemdash} Math\'ematiques}, pages = {1--62}, publisher = {\'Ecole polytechnique}, volume = {9}, year = {2022}, doi = {10.5802/jep.177}, language = {en}, url = {https://jep.centre-mersenne.org/articles/10.5802/jep.177/} }
TY - JOUR AU - Charles Boubel AU - Nicolas Juillet TI - The Markov-quantile process attached to a family of marginals JO - Journal de l’École polytechnique — Mathématiques PY - 2022 SP - 1 EP - 62 VL - 9 PB - École polytechnique UR - https://jep.centre-mersenne.org/articles/10.5802/jep.177/ DO - 10.5802/jep.177 LA - en ID - JEP_2022__9__1_0 ER -
%0 Journal Article %A Charles Boubel %A Nicolas Juillet %T The Markov-quantile process attached to a family of marginals %J Journal de l’École polytechnique — Mathématiques %D 2022 %P 1-62 %V 9 %I École polytechnique %U https://jep.centre-mersenne.org/articles/10.5802/jep.177/ %R 10.5802/jep.177 %G en %F JEP_2022__9__1_0
Charles Boubel; Nicolas Juillet. The Markov-quantile process attached to a family of marginals. Journal de l’École polytechnique — Mathématiques, Tome 9 (2022), pp. 1-62. doi : 10.5802/jep.177. https://jep.centre-mersenne.org/articles/10.5802/jep.177/
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