Entropic adapted Wasserstein distance on Gaussians

Documenti analoghi

• Dynamic reinsurance via martingale transport
  di: Acciaio, Beatrice, et al.
  Pubblicazione: (2026)
• Strassen's theorem for biased convex order
  di: Acciaio, Beatrice, et al.
  Pubblicazione: (2025)
• Quantitative Fundamental Theorem of Asset Pricing
  di: Acciaio, Beatrice, et al.
  Pubblicazione: (2022)
• Entropic continuity bounds for conditional covariances with applications to Schr\" odinger and Sinkhorn bridges
  di: Del Moral, Pierre
  Pubblicazione: (2025)
• A transfer principle for computing the adapted Wasserstein distance between stochastic processes
  di: Jiang, Yifan, et al.
  Pubblicazione: (2025)