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The geometry of multi-marginal Skorokhod Embedding.
Beiglböck M, Cox AMG, Huesmann M. Beiglböck M, et al. Probab Theory Relat Fields. 2020;176(3):1045-1096. doi: 10.1007/s00440-019-00935-z. Epub 2019 Aug 1. Probab Theory Relat Fields. 2020. PMID: 32355387 Free PMC article.
A short proof of the Doob-Meyer theorem.
Beiglböck M, Schachermayer W, Veliyev B. Beiglböck M, et al. Stoch Process Their Appl. 2012 Apr;122(4):1204-1209. doi: 10.1016/j.spa.2011.12.001. Stoch Process Their Appl. 2012. PMID: 30976134 Free PMC article.
Geometry of distribution-constrained optimal stopping problems.
Beiglböck M, Eder M, Elgert C, Schmock U. Beiglböck M, et al. Probab Theory Relat Fields. 2018;172(1):71-101. doi: 10.1007/s00440-017-0805-x. Epub 2018 Jan 18. Probab Theory Relat Fields. 2018. PMID: 30393416 Free PMC article.