Regularity of the Schr{\"o}dinger cost
Analysis of PDEs
2022-01-06 v2
Abstract
The Schr{\"o}dinger problem is an entropy minimisation problem on the space of probability measures. Its optimal value is a cost between two probability measures. In this article we investigate some regularity properties of this cost: continuity with respect to the marginals and time derivative of the cost along probability measures valued curves.
Keywords
Cite
@article{arxiv.2104.06009,
title = {Regularity of the Schr{\"o}dinger cost},
author = {Gauthier Clerc},
journal= {arXiv preprint arXiv:2104.06009},
year = {2022}
}