Mass Transportation Problems Volume II: Applications /

• Main Authors: Rachev, Svetlozar T. (Author), Rüschendorf, Ludger (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 1998.
• Series: Probability and its Applications, A Series of the Applied Probability Trust,
• Subjects: Statistics.; Probabilities.; Statistics, general.; Probability Theory and Stochastic Processes.

This is the first comprehensive account of the theory of mass transportation problems and its applications. In volume I, the authors systematically develop the theory of mass transportation with emphasis to the Monge-Kantorovich mass transportation and the Kantorovich-Rubinstein mass transshipment p...

Table of Contents:

• Modifications of the Monge-Kantorovich Problems: Transportation Problems with Relaxed or Additional Constraints
• Application of Kantorovich-Type Metrics to Various Probabilistic-Type Limit Theorems
• Mass Transportation Problems and Recursive Stochastic Equations
• Stochastic Differential Equations and Empirical Measures.