Cover Image

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:	Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Quadratic Wasserstein distance between Gaussian laws revisited with correlation
by: Alfonsi, Aurélien, et al.
Published: (2025)

Nonnegativity preserving convolution kernels. Application to Stochastic Volterra Equations in closed convex domains and their approximation
by: Alfonsi, Aurélien
Published: (2023)

Weak solutions of Stochastic Volterra Equations in convex domains with general kernels
by: Jaber, Eduardo Abi, et al.
Published: (2025)

Stochastic sewing lemma on Wasserstein space
by: Alfonsi, Aurélien, et al.
Published: (2024)

Convex comparison of Gaussian mixtures
by: Jourdain, Benjamin, et al.
Published: (2024)

Stability of Wasserstein projections in convex order via metric extrapolation
by: Kim, Jakwang, et al.
Published: (2025)

On non-negative solutions of stochastic Volterra equations with jumps and non-Lipschitz coefficients
by: Alfonsi, Aurélien, et al.
Published: (2024)

Regularization of a mean-field SDE by an additive common noise: The conditional expectation case
by: Cardaliaguet, Pierre, et al.
Published: (2026)

Weak error approximation for rough and Gaussian mean-reverting stochastic volatility models
by: Alfonsi, Aurélien, et al.
Published: (2026)

Weak error for SDEs with additive stable noise and singular drift: choose the test function in the same space as the drift!
by: Jourdain, Benjamin, et al.
Published: (2026)

On convex order and supermodular order without finite mean
by: Côté, Benjamin, et al.
Published: (2025)

On the surjectivity of the conditional expectation given a real random variable
by: Guyon, Julien, et al.
Published: (2025)

Weak well-posedness and weak discretization error for stable-driven SDEs with Lebesgue drift
by: Fitoussi, Mathis, et al.
Published: (2024)

Linear independence properties of the signature components of time-augmented stochastic processes
by: Bourdon, Arthur, et al.
Published: (2026)

Euler-type approximation for the invariant measure: An abstract framework
by: Alfonsi, Aurélien, et al.
Published: (2025)

On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions: the certain exponential moment case
by: Wang, Yan, et al.
Published: (2024)

How can the dual martingale help solving the primal optimal stopping problem?
by: Alfonsi, Aurélien, et al.
Published: (2026)

Nonlinear weak error expansion of McKean-Vlasov stochastic differential equations
by: Jourdain, Benjamin, et al.
Published: (2025)

Signature-based validation of real-world economic scenarios
by: Andrès, Hervé, et al.
Published: (2022)

Empirical martingale projections via the adapted Wasserstein distance
by: Blanchet, Jose, et al.
Published: (2024)

A pure dual approach for hedging Bermudan options
by: Alfonsi, Aurélien, et al.
Published: (2024)

On the existence and uniqueness of unbounded solutions to quadratic BSDEs with monotonic-convex generators
by: Wang, Yan, et al.
Published: (2024)

Gaussian random projections of convex cones: approximate kinematic formulae and applications
by: Han, Qiyang, et al.
Published: (2022)

Entropic-Wasserstein barycenters: PDE characterization, regularity and CLT
by: Carlier, Guillaume, et al.
Published: (2020)

Renormalization of a 1d quadratic Schr{ö}dinger model with additive noise
by: Deya, Aurélien, et al.
Published: (2023)

Adapted Wasserstein Barycenters of Gaussian Processes
by: Mattesini, Francesco, et al.
Published: (2026)

Reconstructing discrete measures from projections. Consequences on the empirical Sliced Wasserstein Distance
by: Tanguy, Eloi, et al.
Published: (2023)

Transformations of order one and quadratic forms on Wiener spaces
by: Taniguchi, Setsuo
Published: (2025)

Geodesic convexity and strengthened functional inequalities in submanifolds of Wasserstein space
by: Chaintron, Louis-Pierre, et al.
Published: (2025)

Nesterov acceleration for the Wasserstein minimization of displacement-convex free energies
by: Monmarché, Pierre
Published: (2026)

Wasserstein bounds for non-linear Gaussian filters
by: Karvonen, Toni, et al.
Published: (2025)

A counter-example linked to Gaussian convex hulls
by: Davydov, Youri
Published: (2026)

The sharp one-dimensional convex sub-Gaussian comparison constant
by: Davis, Damek, et al.
Published: (2026)

Mittag-Leffler functions and convex ordering
by: Ferreira, Rui, et al.
Published: (2025)

Stochastic Inverse Problem: stability, regularization and Wasserstein gradient flow
by: Li, Qin, et al.
Published: (2024)

Remarks on regularization by noise, convex integration and spontaneous stochasticity
by: Flandoli, Franco, et al.
Published: (2024)

Quasi-multiplicativity and regularity for metric graph Gaussian free fields
by: Cai, Zhenhao, et al.
Published: (2024)

Temporal quadratic and higher order variation for the nonlinear stochastic heat equation and applications to parameter estimation
by: Olivera, Christian, et al.
Published: (2025)

High order approximations and simulation schemes for the log-Heston process
by: Alfonsi, Aurélien, et al.
Published: (2024)

Dimension-free Gaussian tail estimates for linear functionals on convex bodies
by: Letwin, Brayden, et al.
Published: (2026)