Related papers: Transportation Cost Inequalities for Neutral Funct…
We prove Kantorovich duality for a linearized version of a recently proposed non-quadratic quantum optimal transport problem, where quantum channels realize the transport. As an application, we determine optimal solutions of both the primal…
We show that the endpoint Strichartz estimate for the kinetic transport equation is false in all dimensions. We also present a new approach to proving the non-endpoint cases using multilinear analysis.
Within a relativistic real-time Green's function formalism, a quantum transport equation for the phase-space distribution function is derived without a quasi-particle approximation. Dissipation is due to a nonzero spectral width, and can be…
Transport properties of the multicomponent quantum many-body systems obeying Haldane's fractional exclusion statistics are studied in one dimension. By computing the finite-size spectrum under twisted boundary conditions, we explicitly…
A recently proposed analytical solution for the equations of motion of the one-body Green function of the double quantum dot is extended to the out-of-equilibrium situation. By solving a linear system for the density correlators, not only…
We consider an extension of the Monge-Kantorovitch optimal transportation problem. The mass is transported along a continuous semimartingale, and the cost of transportation depends on the drift and the diffusion coefficients of the…
We study stochastic differential equations (SDEs) with multiplicative Stratonovich-type noise of the form $ dX_t = b(X_t) dt + \sigma(X_t)\circ d W_t, X_0=x_0\in\mathbb{R}^d, t\geq0,$ with a possibly singular drift $b\in…
We study the semi-discrete formulation of one-dimensional partial optimal transport with quadratic cost, where a probability density is partially transported to a finite sum of Dirac masses of smaller total mass. This problem arises…
We establish a variant of Monge--Kantorovich duality for a constrained optimal transport problem with a continuum of agents, a finite set of alternatives, and general linear constraints. As an application, we revisit the large-market model…
In this paper we study the bicausal optimal transport problem for Markov chains, an optimal transport formulation suitable for stochastic processes which takes into consideration the accumulation of information as time evolves. Our analysis…
This paper is devoted to one-dimensional interpolation Gagliardo-Nirenberg-Sobolev inequalities. We study how various notions of duality, transport and monotonicity of functionals along flows defined by some nonlinear diffusion equations…
We study the notion of debiasability for cost functions arising in optimal transport. We call a symmetric cost function $c:\mathscr{X}\times\mathscr{X}\to\mathbb{R}\cup\{+\infty\}$ debiasable if it satisfies $c(x,y)\ge…
We obtain and study the equations describing the parallel transport of orthonormal frames along geodesics in a spacetime admitting a non-degenerate principal conformal Killing-Yano tensor h. We demonstrate that the operator F, obtained by a…
In Rajeev (2013), 'Translation invariant diffusion in the space of tempered distributions', it was shown that there is an one to one correspondence between solutions of a class of finite dimensional SDEs and solutions of a class of SPDEs in…
We consider a class of convex optimization problems modelling temporal mass transport and mass change between two given mass distributions (the so-called dynamic formulation of unbalanced transport), where we focus on those models for which…
We prove existence of a stochastic flow of diffeomorphisms generated by SDEs with drift in $L^q_t C^{0, \alpha}_x$ for any $q \in [2, \infty)$ and $\alpha \in (0, 1)$. This result is achieved using a Zvonkin-type transformation for the SDE.…
We study an optimal weak transport cost related to the notion of convex order between probability measures. On the real line, we show that this weak transport cost is reached for a coupling that does not depend on the underlying cost…
We develop the optimal transportation approach to modified log-Sobolev inequalities and to isoperimetric inequalities. Various sufficient conditions for such inequalities are given. Some of them are new even in the classical log-Sobolev…
This paper is concerned with a kind of linear-quadratic (LQ) optimal control problem of backward stochastic differential equation (BSDE) with partial information. The cost functional includes cross terms between the state and control, and…
Nonlinear programming problems are useful in designing and assigning work schedule and also in transporting goods and services from known sources to specified destinations. The objective function could be linear or nonlinear depending on…