Existence (and uniqueness of the Bass measure up to translation) for q-Bass martingales — canonical martingale couplings closest to a reference measure q — is proved for finitely supported initial marginals under an irreducibility condition.
Mar- tingaleBenamou-Brenier:aprobabilisticperspective
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Existence of $q$-Bass martingales in the semidiscrete setting
Existence (and uniqueness of the Bass measure up to translation) for q-Bass martingales — canonical martingale couplings closest to a reference measure q — is proved for finitely supported initial marginals under an irreducibility condition.