Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications

From MaRDI portal
Revision as of 15:56, 31 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1391756

zbMath0990.60500MaRDI QIDQ1391756

Ludger Rüschendorf, Svetlozar T. Rachev

Publication date: 22 July 1998

Published in: Springer Series in Statistics (Search for Journal in Brave)




Related Items (only showing first 100 items - show all)

HIGHER-ORDER RUNGE-KUTTA METHOD FOR ITÔ STOCHASTIC DIFFERENTIAL EQUATIONS WITH A NON-DEGENERATE DIFFUSION MATRIXCenter-Outward R-Estimation for Semiparametric VARMA ModelsGeometric Averages of Partitioned DatasetsA Probabilistic Approach to Classical Solutions of the Master Equation for Large Population EquilibriaOn the matrix Monge–Kantorovich problemMallows Distance in VARFIMA(0,d, 0) ProcessesUnnamed ItemPortfolio optimization with a prescribed terminal wealth distributionGenetic Column Generation: Fast Computation of High-Dimensional Multimarginal Optimal Transport ProblemsTractable Relaxations of Composite FunctionsWorst portfolios for dynamic monetary utility processesDistributionally Robust Linear and Discrete Optimization with Marginals𝐿₁-distortion of Wasserstein metrics: A tale of two dimensionsWeak transport for non‐convex costs and model‐independence in a fixed‐income marketOptimization of urban transport; an alternative to checkerboard towns plansPreconditioning of Optimal TransportMaximal Monotonicity and Cyclic Involutivity of Multiconjugate Convex FunctionsSecond order derivative of a functional associated to an optimal transport mapIndependent Nonlinear Component AnalysisOn Mean Field Games models for exhaustible commodities tradeLimit distributions and sensitivity analysis for empirical entropic optimal transport on countable spacesA duality-based proof of the triangle inequality for the Wasserstein distancesSupermartingale Brenier's theorem with full-marginals constraintA strong duality principle for equivalence couplings and total variationBounds on Choquet risk measures in finite product spaces with ambiguous marginalsAn Integrated Transportation Distance between Kernels and Approximate Dynamic Risk Evaluation in Markov SystemsFree energy upper bound for mean-field vector spin glassesMonge-Kantorovich optimal transport through constrictions and flow-rate constraintsMini-Batch Risk FormsSplitting methods and short time existence for the master equations in mean field gamesConvergence of a particle method for a regularized spatially homogeneous Landau equationOne Dimensional Martingale Rearrangement CouplingsAn optimal transport-based characterization of convex orderAsymptotics for Strassen's optimal transport problemMeasuring linear correlation between random vectorsRemarks on Nash equilibria in mean field game models with a major playerKMT Theory Applied to Approximations of SDEA note on global regularity in optimal transportionON THE MONGE–AMPÈRE EQUATION IN INFINITE DIMENSIONSA general existence result for the principal-agent problem with adverse selectionA dual to Lyapunov's stability theoremExtension of the Cameron-Martin theorem to random translationsOptimal Financial PortfoliosOptimal transportation on non-compact manifoldsTHE IMPLEMENTATION OF MILSTEIN SCHEME IN TWO-DIMENSIONAL SDES USING NON-DEGENERACY FOR THE DIFFUSION TERMInterpolation of matrices and matrix-valued densities: The unbalanced caseQuantifying Distributional Model Risk via Optimal TransportMathematical methods in medical image processingRobust Wasserstein profile inference and applications to machine learningOn c-cyclical monotonicity for optimal transport problem with Coulomb costOne-dimensional empirical measures, order statistics, and Kantorovich transport distancesCoupling distances between Lévy measures and applications to noise sensitivity of SDEBOUNDS ON MULTI-ASSET DERIVATIVES VIA NEURAL NETWORKSTwo-sample least squares projectionCommon Information, Noise Stability, and Their ExtensionsInducing Any Feasible Level of Correlation to Bivariate Data With Any MarginalsEmpirical Regularized Optimal Transport: Statistical Theory and ApplicationsOn the Calibration of Lévy Driven Time Series with Coupling Distances and an Application in PaleoclimateOn the Monge-Kantorovich problem with additional linear constraintsRate of convergence of the Nanbu particle system for hard potentials and Maxwell moleculesCanonical supermartingale couplingsOn the relation between optimal transport and Schrödinger bridges: a stochastic control viewpointQuantitative propagation of chaos for generalized Kac particle systemsDistributionally robust mixed integer linear programs: persistency models with applicationsAn efficient algorithm for matrix-valued and vector-valued optimal mass transportA characterization for solutions of the Monge-Kantorovich mass transport problemA probabilistic approach to mean field games with major and minor playersTransportation distances and noise sensitivity of multiplicative Lévy SDE with applicationsAn explicit martingale version of the one-dimensional Brenier theoremRates of convergence for robust geometric inferenceLimit laws of the empirical Wasserstein distance: Gaussian distributionsMatching for teamsOptimal transportation and the falsifiability of incompletely specified economic modelsNonlinear stochastic programming-with a case study in continuous switchingRegenerative block-bootstrap for Markov chainsBounds for functions of dependent risksSharp Gagliardo-Nirenberg inequalities and mass transport theoryThe Monge problem for supercritical Mañé potentials on compact manifoldsAn approximation scheme for the Kantorovich-Rubinstein problem on compact spacesConcentration for Coulomb gases and Coulomb transport inequalitiesDuality theorem for the stochastic optimal control problemThe Monge problem in Banach spacesKac's program in kinetic theoryOptimal transport from Lebesgue to PoissonThe implementation of Milstein scheme in two-dimensional SDEs using the Fourier methodOn the layered nearest neighbour estimate, the bagged nearest neighbour estimate and the random forest method in regression and classificationThe Monge problem for strictly convex norms in \(\mathbb R^d\)The empirical cost of optimal incomplete transportationOptimal transportation under controlled stochastic dynamicsA glimpse into the differential topology and geometry of optimal transportOn the local theory of prescribed Jacobian equationsSticky particle dynamics with interactionsMinimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimensionForward-backward stochastic differential equations and controlled McKean-Vlasov dynamicsDistribution functions, extremal limits and optimal transportQuaternionic Monge-Ampère equationsLocal curvature-dimension condition implies measure-contraction propertyA journey from statistics and probability to risk theory. An interview with Ludger RüschendorfInsurance pricing under ambiguityA new kind of modified transportation cost inequalities and polynomial concentration inequalities







This page was built for publication: Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications