摘要：Let (X,A) and (Y,B) be measurable spaces.Supposewe are given a probability α on A, a probability β on B and a probability μ on the product σ-field A ⊗ B.Is there a probability ν on A⊗B, with marginals α and β, such that ν ≪ μ or ν ~ μ ? Such a ν, provided it exists, may be useful with regard to equivalent martingale measures and mass transportation.Various conditions for the existence of ν are provided, distinguishing ν ≪ μ from ν ~ μ.
关键词：Coupling ; Domination on rectangles ; Equivalent martingale measure ; Finitely additive probability measure ; Mass transportat ; 60A05; 60A10; 28A35
