Maximal Martingale Wasserstein Inequality
Abstract
In this note, we complete the analysis of the Martingale Wasserstein Inequality started in arXiv:2011.11599 by checking that this inequality fails in dimension d 2 when the integrability parameter belongs to [1,2) while a stronger Maximal Martingale Wasserstein Inequality holds whatever the dimension d when 2.
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