Measurability of optimal transportation and strong coupling of martingale measures

Author:

Fontbona Joaquin1,Guérin Hélène2,Méléard Sylvie3

Affiliation:

1. Universidad de Chile

2. Université Rennes 1

3. École Polytechnique

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Cited by 10 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Stochastic gradient descent for barycenters in Wasserstein space;Journal of Applied Probability;2024-09-03

2. On the Existence of Monge Maps for the Gromov–Wasserstein Problem;Foundations of Computational Mathematics;2024-02-15

3. Mean-field Markov decision processes with common noise and open-loop controls;The Annals of Applied Probability;2022-04-01

4. Global Sensitivity Analysis and Wasserstein Spaces;SIAM/ASA Journal on Uncertainty Quantification;2021-01

5. Martingale Benamou–Brenier: A probabilistic perspective;The Annals of Probability;2020-09-01

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