Wasserstein projections in the convex order: regularity and characterization in the quadratic Gaussian case

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Alfonsi, Aurélien, Jourdain, Benjamin
Format: Preprint
Published: 2025
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!