Saved in:
| Main Authors: | Hasenbichler, Manuel, Pammer, Gudmund, Thonhauser, Stefan |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2604.02312 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
General duality and dual attainment for adapted transport
by: Kršek, Daniel, et al.
Published: (2024)
by: Kršek, Daniel, et al.
Published: (2024)
Multicausal transport: barycenters and dynamic matching
by: Acciaio, Beatrice, et al.
Published: (2024)
by: Acciaio, Beatrice, et al.
Published: (2024)
The Fundamental Theorem of Weak Optimal Transport
by: Beiglböck, Mathias, et al.
Published: (2025)
by: Beiglböck, Mathias, et al.
Published: (2025)
A Brenier Theorem on $(P_2 (...P_2(H)...), W_2 )$ and Applications to Adapted Transport
by: Beiglböck, Mathias, et al.
Published: (2025)
by: Beiglböck, Mathias, et al.
Published: (2025)
The Wasserstein Space of Stochastic Processes in Continuous Time
by: Bartl, Daniel, et al.
Published: (2025)
by: Bartl, Daniel, et al.
Published: (2025)
Marginal flows of non-entropic weak Schrödinger bridges
by: Hernández, Camilo, et al.
Published: (2025)
by: Hernández, Camilo, et al.
Published: (2025)
A PDE Derivation of the Schrödinger--Bass Bridge
by: Alouadi, Alexandre, et al.
Published: (2026)
by: Alouadi, Alexandre, et al.
Published: (2026)
Dynamic reinsurance via martingale transport
by: Acciaio, Beatrice, et al.
Published: (2026)
by: Acciaio, Beatrice, et al.
Published: (2026)
Entropic adapted Wasserstein distance on Gaussians
by: Acciaio, Beatrice, et al.
Published: (2024)
by: Acciaio, Beatrice, et al.
Published: (2024)
Bridging Schrödinger and Bass: A Semimartingale Optimal Transport Problem with Diffusion Control
by: Henry-Labordere, Pierre, et al.
Published: (2026)
by: Henry-Labordere, Pierre, et al.
Published: (2026)
Schrödinger bridge with transport relaxation
by: Jiang, Yifan, et al.
Published: (2026)
by: Jiang, Yifan, et al.
Published: (2026)
Implicit Regularization of Large Neural Networks via Mean-Field Formulation
by: Acciaio, Beatrice, et al.
Published: (2026)
by: Acciaio, Beatrice, et al.
Published: (2026)
Change of numeraire for weak martingale transport
by: Beiglböck, Mathias, et al.
Published: (2024)
by: Beiglböck, Mathias, et al.
Published: (2024)
The Gradient Flow of the Bass Functional in Martingale Optimal Transport
by: Backhoff-Veraguas, Julio, et al.
Published: (2024)
by: Backhoff-Veraguas, Julio, et al.
Published: (2024)
The Mean Field Market Model Revisited
by: Hasenbichler, Manuel, et al.
Published: (2023)
by: Hasenbichler, Manuel, et al.
Published: (2023)
The Martingale Sinkhorn Algorithm
by: Hasenbichler, Manuel, et al.
Published: (2023)
by: Hasenbichler, Manuel, et al.
Published: (2023)
Calibration of the Bass Local Volatility model
by: Acciaio, Beatrice, et al.
Published: (2023)
by: Acciaio, Beatrice, et al.
Published: (2023)
Diffusion bridge with misspecification: theory construction and application to high-resolution fish count data
by: Yoshioka, Hidekazu
Published: (2025)
by: Yoshioka, Hidekazu
Published: (2025)
To report or not to report: Optimal claim reporting in a bonus-malus system
by: Enzi, Lea, et al.
Published: (2026)
by: Enzi, Lea, et al.
Published: (2026)
Optimal reinsurance in a competitive market
by: Enzi, Lea, et al.
Published: (2025)
by: Enzi, Lea, et al.
Published: (2025)
Propagation of chaos for mean field Schrödinger problems
by: Hernández, Camilo, et al.
Published: (2023)
by: Hernández, Camilo, et al.
Published: (2023)
Curvature of optimal transport with respect to the cost and applications to inverse optimal transport
by: Peyré, Gabriel, et al.
Published: (2026)
by: Peyré, Gabriel, et al.
Published: (2026)
Mean-field games with unbounded controls: a weak formulation approach to global solutions
by: Horst, Ulrich, et al.
Published: (2026)
by: Horst, Ulrich, et al.
Published: (2026)
An excursion onto Schrödinger's bridges: Stochastic flows with spatio-temporal marginals
by: Eldesoukey, Asmaa, et al.
Published: (2024)
by: Eldesoukey, Asmaa, et al.
Published: (2024)
Mean-field games of optimal stopping: master equation and weak equilibria
by: Possamaï, Dylan, et al.
Published: (2023)
by: Possamaï, Dylan, et al.
Published: (2023)
Martingale Optimal Transport and Martingale Schrödinger Bridges for Calibration of Stochastic Volatility Models
by: Zitridis, Antonios
Published: (2025)
by: Zitridis, Antonios
Published: (2025)
Remarks on multi-period martingale optimal transport
by: Pass, Brendan, et al.
Published: (2025)
by: Pass, Brendan, et al.
Published: (2025)
A variational approach to sampling in diffusion processes
by: Raginsky, Maxim
Published: (2024)
by: Raginsky, Maxim
Published: (2024)
Schrödinger Bridge Over A Compact Connected Lie Group
by: Mahmood, Hamza, et al.
Published: (2026)
by: Mahmood, Hamza, et al.
Published: (2026)
A generalized moment approach to sharp bounds for conditional expectations
by: van Eekelen, Wouter J. E. C.
Published: (2023)
by: van Eekelen, Wouter J. E. C.
Published: (2023)
A Musielak-Orlicz approach for modeling uncertainties in long-memory processes
by: Yoshioka, Hidekazu
Published: (2026)
by: Yoshioka, Hidekazu
Published: (2026)
Time-inconsistent mean-field stopping problems: A regularized equilibrium approach
by: Yu, Xiang, et al.
Published: (2023)
by: Yu, Xiang, et al.
Published: (2023)
Control-affine Schrödinger Bridge and Generalized Bohm Potential
by: Teter, Alexis M. H., et al.
Published: (2025)
by: Teter, Alexis M. H., et al.
Published: (2025)
Stochastic Passivity in Stochastic Differential Equations: A Port-Hamiltonian Perspective
by: Ackermann, Julia, et al.
Published: (2025)
by: Ackermann, Julia, et al.
Published: (2025)
On a discrete max-plus transportation problem
by: Mayorga, Sergio, et al.
Published: (2026)
by: Mayorga, Sergio, et al.
Published: (2026)
An entropy penalized approach for stochastic control problems. Complete version
by: Bourdais, Thibaut, et al.
Published: (2023)
by: Bourdais, Thibaut, et al.
Published: (2023)
Denseness of biadapted Monge mappings
by: Beiglböck, Mathias, et al.
Published: (2022)
by: Beiglböck, Mathias, et al.
Published: (2022)
Stable optimisation-based scenario generation via game theoretic approach
by: Bounitsis, Georgios L., et al.
Published: (2023)
by: Bounitsis, Georgios L., et al.
Published: (2023)
Distorted optimal transport
by: Liu, Haiyan, et al.
Published: (2023)
by: Liu, Haiyan, et al.
Published: (2023)
Model Risk Static-Hedging a Constrained Distributionally Robust Optimization approach
by: Sauldubois, Nathan
Published: (2026)
by: Sauldubois, Nathan
Published: (2026)
Similar Items
-
General duality and dual attainment for adapted transport
by: Kršek, Daniel, et al.
Published: (2024) -
Multicausal transport: barycenters and dynamic matching
by: Acciaio, Beatrice, et al.
Published: (2024) -
The Fundamental Theorem of Weak Optimal Transport
by: Beiglböck, Mathias, et al.
Published: (2025) -
A Brenier Theorem on $(P_2 (...P_2(H)...), W_2 )$ and Applications to Adapted Transport
by: Beiglböck, Mathias, et al.
Published: (2025) -
The Wasserstein Space of Stochastic Processes in Continuous Time
by: Bartl, Daniel, et al.
Published: (2025)