Related papers: A class of multi-marginal c-cyclically monotone se…
We study the multiplicative convolution for c-monotone independence. This convolution unifies the monotone, Boolean and orthogonal multiplicative convolutions. We characterize convolution semigroups for the c-monotone multiplicative…
We study the structural properties of multi-period martingale optimal transport (MOT). We develop new tools to address these problems, and use them to prove several uniqueness and structural results on three-period martingale optimal…
With every family of finitely many subsets of a finite-dimensional vector space over the Galois-field with two elements we associate a cyclic transversal polytope. It turns out that those polytopes generalize several well-known polytopes…
We give a necessary and sufficient condition on the cost function so that the map solution of Monge's optimal transportation problem is continuous for arbitrary smooth positive data. This condition was first introduced by Ma, Trudinger and…
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…
In this paper, we want to establish some general results in the Lorentzian optimal transport theory that have well-known Riemannian counterparts. As a first result, we will provide non-trivial assumptions on the measures to ensure strong…
We introduce a new non-linear optimal transport formulation for a pair of probability measures on $\mathbb{R}^d$ sharing a common barycentre, in which admissible transference plans satisfy two martingale-type constraints. This bi-martingale…
We study stability of optimizers and convergence of Sinkhorn's algorithm for the entropic optimal transport problem. In the special case of the quadratic cost, our stability bounds imply that if one of the two entropic potentials is…
We study the martingale optimal transport problem with state-dependent trading frictions and develop a geometric and duality framework extending from the one time-step to the multi-marginal setting. Building on the left-monotone structure…
This paper concerns generalized differential characterizations of maximal monotone set-valued mappings. Using advanced tools of variational analysis, we establish coderivative criteria for maximal monotonicity of set-valued mappings, which…
We identify a sufficient condition, treewidth-pliability, that gives a polynomial-time algorithm for an arbitrarily good approximation of the optimal value in a large class of Max-2-CSPs parameterised by the class of allowed constraint…
Motivated by applications to perverse sheaves, we study combinatorics of two cell decompositions of the symmetric product of the complex line, refining the complex stratification by multiplicities. Contingency matrices, appearing in…
Consider the problem of optimally matching two measures on the circle, or equivalently two periodic measures on the real line, and suppose the cost of matching two points satisfies the Monge condition. We introduce a notion of locally…
We study the convergence of the transport plans $\gamma_\epsilon$ towards $\gamma_0$ as well as the cost of the entropy-regularized optimal transport $(c,\gamma_\epsilon)$ towards $(c,\gamma_0)$ as the regularization parameter $\epsilon$…
The time-discretized, spatially continuous generalized Euler equations are a prototype example of multi-marginal optimal transport, yet the question whether they exhibit mass-splitting (or equivalently, whether they have solutions that are…
We consider a multimarginal transport problem with repulsive cost, where the marginals are all equal to a fixed probability $\rho \in \mathcal{P}(\mathbb{R}^d)$. We prove that, if the concentration of $\rho$ is less than $1/N$, then the…
We consider the modified Monge-Kantorovich problem with additional restriction: admissible transport plans must vanish on some fixed functional subspace. Different choice of the subspace leads to different additional properties optimal…
We study a class of dynamically consistent risk measures that robustify a time-homogeneous Markovian reference model by allowing for distributional uncertainty in its transition laws. We start from one-step convex risk evaluations in which…
In the setting of step two Carnot groups, we show a "cone property" for horizontally convex sets. Namely we prove that, given a horizontally convex set $C$, a pair of points $P\in \partial C$ and $Q\in $ int $C$, both belonging to a…
We consider an optimal transportation problem with more than two marginals. We use a family of semi-Riemannian metrics derived from the mixed, second order partial derivatives of the cost function to provide upper bounds for the dimension…