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Bridging Schrödinger and Bass: A Semimartingale Optimal Transport Problem with Diffusion Control

Fuente: arXiv

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Bibliographic Details
Main Authors:	Henry-Labordere, Pierre, Loeper, Grégoire, Mazhar, Othmane, Pham, Huyên, Touzi, Nizar
Format:	Preprint
Published:	2026
Subjects:	Probability Optimization and Control
Online Access:	Acceder al recurso
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