Related papers: On the Dirichlet problem for Monge-Ampere type equ…
In this paper, we establish second order estimates for a general class of fully nonlinear equations with linear gradient terms on compact almost Hermitian manifolds. As an application, we first prove the existence of solutions for the…
The Gromov--Wasserstein problem is a non-convex optimization problem over the polytope of transportation plans between two probability measures supported on two spaces, each equipped with a cost function evaluating similarities between…
In this note we prove that, if the cost function satisfies some necessary structural conditions and the densities are bounded away from zero and infinity, then strictly $c$-convex potentials arising in optimal transportation belong to…
This work introduces novel computational methods for entropic optimal transport (OT) problems under martingale-type conditions. The considered problems include the discrete martingale optimal transport (MOT) problem. Moreover, as the…
In this paper, we study flexibility of weak solutions to the Monge-Amp\`ere system (MA) via convex integration. This new system of Pdes is an extension of the Monge-Amp\`ere equation in $d=2$ dimensions, naturally arising from the…
We prove that if the modulus of continuity of a plurisubharmonic subsolution satisfies a Dini type condition then the Dirichlet problem for the complex Monge-Amp\`ere equation has the continuous solution. The modulus of continuity of the…
It is well-known that a celebrated J\"{o}rgens-Calabi-Pogorelov theorem for Monge-Amp\`ere equations states that any classical (viscosity) convex solution of $\det(D^2u)=1$ in $\mathbb{R}^n$ must be a quadratic polynomial. Therefore, it is…
We show continuity of the martingale optimal transport optimisation problem as a functional of its marginals. This is achieved via an estimate on the projection in the nested/causal Wasserstein distance of an arbitrary coupling on to the…
We treat the exterior Dirichlet problem for a class of fully nonlinear elliptic equations of the form $$f(\lambda(D^2u))=g(x),$$ with prescribed asymptotic behavior at infinity. The equations of this type had been studied extensively by…
The aim of this paper is to further develop the theory of the degenerate complex Hessian equations on compact Hermitian manifolds. Building upon the generalization of the Bedford-Taylor pluripotential theory to complex Hessian equations by…
In this paper, we establish the Gevrey regularity of solutions for a class of degenerate Monge-Amp\`ere equations in the plane, under the assumption that one principle entry of the Hessian is strictly positive and an appropriately finite…
In a recent paper, Darvas-Rubinstein proved a convergence result for the Kahler-Ricci iteration, which is a sequence of recursively defined complex Monge-Ampere equations. We introduce the Monge-Ampere iteration to be an analogous, but more…
Recently, the $L_p$ dual Minkowski problem for unbounded closed convex sets in a pointed closed convex cone was proposed and a weak solution to this problem was provided. In smooth setting, this problem is equivalent to solving the…
The function that maps a family of probability measures to the solution of the dual entropic optimal transport problem is known as the Schr\"odinger map. We prove that when the cost function is $\mathcal{C}^{k+1}$ with $k\in \mathbb{N}^*$…
We construct solutions to Monge-Amp\`ere equations whose Monge-Amp\`ere measures contain singular components supported on low codimensional sets. We also study the regularity of such solutions. To motivate our construction, we present…
Continuity of the value of the martingale optimal transport problem on the real line w.r.t. its marginals was recently established in Backhoff-Veraguas and Pammer [2] and Wiesel [21]. We present a new perspective of this result using the…
This paper solves the two-dimensional Dirichlet problem for the Monge-Amp\`ere equation by a strong meshless collocation technique that uses a polynomial trial space and collocation in the domain and on the boundary. Convergence rates may…
Based on the multidimensional irreducible paving of De March & Touzi, we provide a multi-dimensional version of the quasi sure duality for the martingale optimal transport problem, thus extending the result of Beiglb\"ock, Nutz & Touzi.…
We study the solvability of the second boundary value problem for a class of highly singular fourth order equations of Monge-Amp\`ere type. They arise in the approximation of convex functionals subject to a convexity constraint using Abreu…
Goursat showed that in the presence of an intermediate integral, the problem of solving a second-order Monge-Ampere equation can be reduced to solving a first-order equation, in the sense that the generic solution of the first-order…