English

Absolutely Continuous Curves of Stochastic Processes

Probability 2025-06-17 v1

Abstract

We study absolutely continuous curves in the adapted Wasserstein space of filtered processes. We provide a probabilistic representation of such curves as flows of adapted processes on a common filtered probability space, extending classical results to the adapted setting. Moreover, we characterize geodesics in this space and derive an adapted Benamou--Brenier-type formula by reformulating adapted optimal transport as an energy minimization problem. As an application, we obtain a Skorokhod-type representation for sequences of filtered processes under the adapted weak topology.

Keywords

Cite

@article{arxiv.2506.13634,
  title  = {Absolutely Continuous Curves of Stochastic Processes},
  author = {Beatrice Acciaio and Daniel Kršek and Gudmund Pammer and Marco Rodrigues},
  journal= {arXiv preprint arXiv:2506.13634},
  year   = {2025}
}

Comments

31 pages

R2 v1 2026-07-01T03:19:58.568Z