Wasserstein metric and subordination

DOI10.4064/SM189-1-4MaRDI QIDQ3524115zbMATH OpenOpenAlexFDO

Authors Philippe Clément, W. Desch

Publication date 8 September 2008

Published in Studia Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/sm189-1-4

zbMATH Keywords

probability measures on metric spacessubordinationWasserstein metric

Mathematics Subject Classification ID

Classical measure theory (28A99) One-parameter semigroups and linear evolution equations (47D06) Probability measures on topological spaces (60B05)

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Cited in

(6)

• Notes on the Wasserstein metric in Hilbert spaces
• On linear optimization over Wasserstein balls
• Generalized Wasserstein distance and weak convergence of sublinear expectations
• Subdominant Ultrametrics
• Nonconcave stochastic optimal control in finite discrete time under model uncertainty
• Distributionally robust optimization

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