  The dual representation of the martingale optimal transport problem in the
Skorokhod space of multi dimensional cadlag processes is proved. The dual is a
minimization problem with constraints involving stochastic integrals and is
similar to the Kantorovich dual of the standard optimal transport problem. The
constraints are required to hold for very path in the Skorokhod space. This
problem has the financial interpretation as the robust hedging of path
dependent European options.
  In this second version, we included the multi-marginal case.
