Related papers: Compactness Criterion for Semimartingale Laws and …
We study the convergence rate of Sinkhorn's algorithm for solving entropy-regularized optimal transport problems when at least one of the probability measures, $\mu$, admits a density over $\mathbb{R}^d$. For a semi-concave cost function…
Over the years a number of topologies for the set of laws of stochastic processes have been proposed. Building on the weak topology they all aim to capture more accurately the temporal structure of the processes. In a parallel paper we show…
We consider a class of stochastic optimal transport, SOT for short, with given two endpoint marginals in the case where a cost function exhibits at most quadratic growth. We first study the upper and lower estimates, the short--time…
We study the convergence of entropically regularized optimal transport to optimal transport. The main result is concerned with the convergence of the associated optimizers and takes the form of a large deviations principle quantifying the…
A continuous-time particle system on the real line satisfying the branching property and an exponential integrability condition is called a branching L\'evy process, and its law is characterized by a triplet $(\sigma^2,a,\Lambda)$. We…
The dynamical formulation of optimal transport, also known as Benamou-Brenier formulation or Computational Fluid Dynamics formulation, amounts to write the optimal transport problem as the optimization of a convex functional under a PDE…
We study the regularity of solutions to an optimal transportation problem where the dimension of the source is larger than that of the target. We demonstrate that if the target is $c$-convex, then the source has a canonical foliation whose…
This note contains a short discussion on the sufficiency of finite optimality in martingale transport. It is shown that finitely minimal martingale measures are solutions of the martingale transport problem when the cost function is upper…
A system of drift-diffusion equations with electric field under Dirichlet boundary conditions is analyzed. The system of strongly coupled parabolic equations for particle density and spin density vector describes the spin-polarized…
We extend Langton's valuative criterion for families of coherent algebraic sheaves to a complex analytic set-up. As a consequence we derive a set of sufficient conditions for the compactness of a moduli space of semistable sheaves over a…
We establish a general condition on the cost function to obtain uniqueness and Monge solutions in the multi-marginal optimal transport problem, under the assumption that a given collection of the marginals are absolutely continuous with…
We analyze the dynamics of a classical particle in a spatially periodic potential under the influence of a periodic in time uniform force. It was shown in [S.Flach, O.Yevtushenko, Y. Zolotaryuk, Phys. Rev. Lett. 84, 2358 (2000)] that…
The goal of this paper is to settle the study of non-commutative optimal transport problems with convex regularization, in their static and finite-dimensional formulations. We consider both the balanced and unbalanced problem and show in…
We prove a general result about the behaviour of minimizing sequences for nonlocal shape functionals satisfying suitable structural assumptions. Typical examples include functions of the eigenvalues of the fractional Laplacian under…
This paper develops a comprehensive theory of optimal transport for signed (real) measures on Rd. Extending the classical Brenier theorem, we consider Jordan decompositions of measures with possibly fractal singular parts. Under suitable…
We introduce a Benamou-Brenier formulation for the continuous-time martingale optimal transport problem as a weak length relaxation of its discrete-time counterpart. By the correspondence between classical martingale problems and…
Optimal transport is the problem of designing a joint distribution for two random variables with fixed marginals. In virtually the entire literature on this topic, the objective is to minimize expected cost. This paper is the first to study…
We introduce and study a new type of compactness principle for strong logics that, roughly speaking, infers the consistency of a theory from the consistency of its small fragments in certain outer models of the set-theoretic universe. We…
We consider the Monge-Kantorovich transport problem in a purely measure theoretic setting, i.e. without imposing continuity assumptions on the cost function. It is known that transport plans which are concentrated on c-monotone sets are…
We study the statistical properties of the entropic optimal (self) transport problem for smooth probability measures. We provide an accurate description of the limit distribution for entropic (self-)potentials and plans as the…