相关论文: Monotone Martingale Transport Plans and Skorohod E…

This paper investigates the optimal transport problem within the framework of Linear Quadratic optimal control systems. We establish the well-posedness of the Monge problem and analyze the regularity of the resulting optimal transport map,…

Multi-marginal optimal transport plans are concentrated on c-splitting sets. It is known that, similar to the two-marginal case, c-splitting sets are c-cyclically monotone. Within a suitable framework, the converse implication was very…

We consider symmetric multi-marginal Kantorovich optimal transport problems on finite state spaces with uniform-marginal constraint. These problems consist of minimizing a linear objective function over a high-dimensional polytope, here…

Transportation of measure provides a versatile approach for modeling complex probability distributions, with applications in density estimation, Bayesian inference, generative modeling, and beyond. Monotone triangular transport…

In the case of monotone independence, the transparent understanding of the mechanism to validate the central limit theorem (CLT) has been lacking, in sharp contrast to commutative, free and Boolean cases. We have succeeded in clarifying it…

We consider the stochastic Landau-Lifshitz-Gilbert equation in dimension 1. A control process is added to the effective field. We show the existence of a weak martingale solution for the resulting controlled equation. The proof uses the…

This paper exploit the equivalence between the Schr\"odinger Bridge problem and the entropy penalized optimal transport in order to find a different approach to the duality, in the spirit of optimal transport. This approach results in a…

We introduce a new method for obtaining quantitative convergence rates for the central limit theorem (CLT) in a high dimensional setting. Using our method, we obtain several new bounds for convergence in transportation distance and entropy,…

In this paper, we develop necessary and sufficient conditions for the validity of a martingale approximation for the partial sums of a stationary process in terms of the maximum of consecutive errors. Such an approximation is useful for…

Spin-momentum locking is a unique intrinsic feature of strongly spin-orbit coupled materials and a key to their promise of applications in spintronics and quantum computation. Much of the existing work, in topological and non-topological…

We introduce Hierarchical Jump multi-marginal transport (HJMOT), a generalization of multi-marginal optimal transport where mass can "jump" over intermediate spaces via augmented isolated points. Established on Polish spaces, the framework…

The Monge-Kantorovich transportation problem involves optimizing with respect to a given a cost function. Uniqueness is a fundamental open question about which little is known when the cost function is smooth and the landscapes containing…

For a product of i.i.d. random maps or a memoryless stochastic flow on a compact space $X$, we find conditions under which the presence of locally asymptotically stable trajectories (e.g. as given by negative Lyapunov exponents) implies…

One of the central objects in the theory of optimal transport is the Brenier map: the unique monotone transformation which pushes forward an absolutely continuous probability law onto any other given law. A line of recent work has analyzed…

In the semi-discrete version of Monge's problem one tries to find a transport map $T$ with minimum cost from an absolutely continuous measure $\mu$ on $\mathbb{R}^d$ to a discrete measure $\nu$ that is supported on a finite set in…

We study the homogenization of a stationary random maximal monotone operator on a probability space equipped with an ergodic dynamical system. The proof relies on Fitzpatrick's variational formulation of monotone relations, on Visintin's…

In this paper we deal with Skorokhod problem for right continuous left limited (rcll) barriers. We prove existence and uniqueness of the solution when the barriers are only supposed to be rcll and completely separated. Then, we apply our…

In this paper, we study the stability and convergence of some general quadratic semimartingales. Motivated by financial applications, we study simultaneously the semimartingale and its opposite. Their characterization and integrability…

Many numerical and learning algorithms rely on the solution of the Monge-Kantorovich problem and Wasserstein distances, which provide appropriate distributional metrics. While the natural approach is to treat the problem as an…

In this work, we develop a collection of novel methods for the entropic-regularised optimal transport problem, which are inspired by existing mirror descent interpretations of the Sinkhorn algorithm used for solving this problem. These are…