Applications of weak transport theory (Q2073218): Difference between revisions

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+SAMPLING OF ONE-DIMENSIONAL PROBABILITY MEASURES IN THE CONVEX ORDER AND COMPUTATION OF ROBUST OPTION PRICE BOUNDS
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+A new class of costs for optimal transport planning
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+Causal Transport in Discrete Time and Applications
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+Adapted Wasserstein distances and stability in mathematical finance
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+Martingale Benamou-Brenier: a probabilistic perspective
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+Existence, duality, and cyclical monotonicity for weak transport costs
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+Weak monotone rearrangement on the line
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+Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control
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+Cyclical monotonicity and the ergodic theorem
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+Optimal transport and Skorokhod embedding
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+A land of monotone plenty
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+Model-independent bounds for option prices -- a mass transport approach
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+On a problem of optimal transport under marginal martingale constraints
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+Iterative Bregman Projections for Regularized Transportation Problems
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+On optimality of \(c\)-cyclically monotone transference plans
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+Q3797433
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+Polar factorization and monotone rearrangement of vector‐valued functions
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+Multimarginal Optimal Transport Maps for One–dimensional Repulsive Costs
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+I-divergence geometry of probability distributions and minimization problems
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+Strong Duality for a Multiple-Good Monopolist
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+Q4273171
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+Computation of optimal transport and related hedging problems via penalization and neural networks
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+A proof of the Caffarelli contraction theorem via entropic regularization
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+Curvature and transport inequalities for Markov chains in discrete spaces
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+A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options
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+The geometry of optimal transportation
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+On a mixture of Brenier and Strassen Theorems
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+Characterization of a class of weak transport-entropy inequalities on the line
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+Kantorovich duality for general transport costs and applications
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+$C$-cyclical monotonicity as a sufficient criterion for optimality in the multimarginal Monge–Kantorovich problem
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+Bounds for VIX futures given S{\&}P 500 smiles
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+Q5294259
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+A survey of the Schrödinger problem and some of its connections with optimal transport
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+Bounding \(\bar d\)-distance by informational divergence: A method to prove measure concentration
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+A measure concentration inequality for contracting Markov chains
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+Duality theorem for the stochastic optimal control problem
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+Canonical supermartingale couplings
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+On the local structure of optimal measures in the multi-marginal optimal transportation problem
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+Transport-entropy inequalities on locally acting groups of permutations
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+Hamilton-Jacobi equations on graph and applications
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+From Hopf--Lax Formula to Optimal Weak Transfer Plan
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+The Existence of Probability Measures with Given Marginals
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+Concentration of measure and isoperimetric inequalities in product spaces
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+New concentration inequalities in product spaces
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+Optimal transportation under controlled stochastic dynamics
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+Q4805362
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+Optimal Transport
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+On the Monge-Kantorovich problem with additional linear constraints
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+Q3149262
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