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}
}
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31 pages