Related papers: Duality for increasing convex functionals with cou…
Description of linear continuous functionals on a space of rapidly decreasing infinitely differentiable functions on an unbounded closed convex set in $\mathbb R^n$ in terms of their Fourier-Laplace transform is obtained.
We consider Lipschitz- and Arens-Eells-type function spaces constructed for magnetic graphs, which are adapted to this setting from the area of optimal transport on discrete spaces. After establishing the duality between these spaces, we…
We study a multi-marginal optimal transportation problem with a cost function of the form $c(x_{1}, \ldots,x_{m})=\sum_{k=1}^{m-1}|x_{k}-x_{k+1}|^{2} + |x_{m}- F(x_{1})|^{2}$, where $F: \mathbb{R}^n \rightarrow \mathbb{R}^n$. When $m=4$,…
We characterize inclusions of compact noncommutative convex sets with the property that every continuous affine function on the smaller set can be extended to a continuous affine function on the larger set with a uniform bound. As an…
The main goals of this paper are: i) To develop an abstract differential calculus on metric measure spaces by investigating the duality relations between differentials and gradients of Sobolev functions. This will be achieved without…
We analyze a definition of product of Banach spaces that is naturally associated by duality with an abstract notion of space of multiplication operators. This dual relation allows to understand several constructions coming from different…
This paper extends the Kadison duality between compact convex sets and function systems to the setting of partial convexity. A partially convex set is a set that is convex in a designated set of convex variables when the others are held…
The Kantorovich function $(x^TAx)(x^T A^{-1} x)$, where $A$ is a positive definite matrix, is not convex in general. From matrix/convex analysis point of view, it is interesting to address the question: When is this function convex? In this…
We revisit the duality theorem for multimarginal optimal transportation problems. In particular, we focus on the Coulomb cost. We use a discrete approximation to prove equality of the extremal values and some careful estimates of the…
An analogue of the quadratic Wasserstein (or Monge-Kantorovich) distance between Borel probability measures on $\mathbf{R}^d$ has been defined in [F. Golse, C. Mouhot, T. Paul: Commun. Math. Phys. 343 (2015), 165-205] for density operators…
A cornerstone in convex analysis is the crucial relationship between functions and their convex conjugate via the Fenchel-Young inequality. In this dual variable setting, the maximal monotonicity of the contact set $ \big\{(x,y) \ \big| \…
This note exposes the differential topology and geometry underlying some of the basic phenomena of optimal transportation. It surveys basic questions concerning Monge maps and Kantorovich measures: existence and regularity of the former,…
Quantization provides a very natural way to preserve the convex order when approximating two ordered probability measures by two finitely supported ones. Indeed, when the convex order dominating original probability measure is compactly…
By investigating model-independent bounds for exotic options in financial mathematics, a martingale version of the Monge-Kantorovich mass transport problem was introduced in \cite{BeiglbockHenry…
We provide a dual representation of quasiconvex maps between two lattices of random variables in terms of conditional expectations. This generalizes the dual representation of quasiconvex real valued functions and the dual representation of…
Monotonicity and convex analysis arise naturally in the framework of multi-marginal optimal transport theory. However, a comprehensive multi-marginal monotonicity and convex analysis theory is still missing. To this end we study extensions…
This paper studies topological duals of Banach function spaces (BFS). We assume a finite measure but our arguments extend to general locally convex function spaces whose topology is generated by seminorms that satisfy the usual BFS axioms.…
We present a primal-dual dynamical formulation of the multi-marginal optimal transport problem for (semi-)convex cost functions. Even in the two-marginal setting, this formulation applies to cost functions not covered by the classical…
Convex algebraic geometry concerns the interplay between optimization theory and real algebraic geometry. Its objects of study include convex semialgebraic sets that arise in semidefinite programming and from sums of squares. This article…
In this note, we show that if a Banach space X has a predual, then every bounded linear operator on X with a continuous functional calculus admits a bounded Borel functional calculus. A consequence of this is that on such a Banach space,…