Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability

DOI10.1051/ps/2020013zbMath1454.90028arXiv1811.07787MaRDI QIDQ5140338

Aurélien Alfonsi, Benjamin Jourdain

Publication date: 15 December 2020

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.07787

zbMATH Keywords

differentiability; Wasserstein distance; optimal transport; convex order; couplings of probability measures

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

60G42: Martingales with discrete parameter

49J50: Fréchet and Gateaux differentiability in optimization

90C08: Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.)

58B10: Differentiability questions for infinite-dimensional manifolds

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