| Publication | Date of Publication | Type |
|---|
Specific Wasserstein divergence between continuous martingales
(available as arXiv preprint) | N/A | Paper |
Existence of Bass martingales and the martingale Benamou-Brenier problem in \(\mathbb{R}^d \)
The Annals of Probability | 2026-09-14 | Paper |
Reciprocal specific relative entropy between continuous martingales
Electronic Communications in Probability | 2026-06-22 | Paper |
The L^2 gradient flow of the Bass functional in martingale optimal transport
Mathematics and Financial Economics | 2026-01-13 | Paper |
| Switching identities by probabilistic means | 2026-01-08 | Paper |
The bass functional of martingale transport
The Annals of Applied Probability | 2025-12-02 | Paper |
Geometric martingale Benamou-Brenier transport and geometric Bass martingales
Proceedings of the American Mathematical Society | 2025-10-14 | Paper |
Adapted Wasserstein distance between the laws of SDEs
Stochastic Processes and their Applications | 2025-10-02 | Paper |
Quantitative fundamental theorem of asset pricing
Mathematical Finance | 2025-07-24 | Paper |
Stochastic gradient descent for barycenters in Wasserstein space
Journal of Applied Probability | 2025-03-04 | Paper |
The most exciting game
Electronic Communications in Probability | 2024-09-03 | Paper |
| The Bass functional of martingale transport | 2023-09-20 | Paper |
Bayesian learning with Wasserstein barycenters
ESAIM: Probability and Statistics | 2023-08-21 | Paper |
| The structure of martingale Benamou$-$Brenier in $\mathbb{R}^{d}$ | 2023-06-19 | Paper |
| The most exciting game | 2023-05-23 | Paper |
| Adapted Wasserstein distance between the laws of SDEs | 2022-09-07 | Paper |
Stability of martingale optimal transport and weak optimal transport
The Annals of Applied Probability | 2022-03-21 | Paper |
Applications of weak transport theory
Bernoulli | 2022-02-01 | Paper |
Applications of weak transport theory
Bernoulli | 2022-02-01 | Paper |
| Stochastic Gradient Descent for Barycenters in Wasserstein Space | 2022-01-11 | Paper |
| Generalized entropy minimization under full marginal constraints | 2020-04-22 | Paper |
Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization
Stochastic Processes and their Applications | 2020-04-01 | Paper |
Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization
Stochastic Processes and their Applications | 2020-04-01 | Paper |
Applications of weak transport theory
(available as arXiv preprint) | 2020-03-11 | Paper |
Existence, duality, and cyclical monotonicity for weak transport costs
Calculus of Variations and Partial Differential Equations | 2019-11-07 | Paper |
Robust utility maximization without model compactness
SIAM Journal on Financial Mathematics | 2016-03-31 | Paper |
