Add to ORKGWe consider the adapted optimal transport problem between the laws of Markovian stochastic differential equations (SDE) and establish the optimality of the synchronous coupling between these laws. The proof of this result is based on time-discretisation and reveals an interesting connection between the synchronous coupling and the celebrated discrete-time Knothe--Rosenblatt rearrangement. We also prove a result on equality of topologies restricted to a certain subset of laws of continuous-time processes.Comment: 30 pages, 2 figures. Additional example adde
Optimal Transport and especially distances based on optimal transport are a widely applied tool in ...
International audienceIn this paper, we prove that the time supremum of the Wasserstein distance bet...
The main object of interest in this thesis is P(M) – the space of probability measures on a manifold...
For the final version of the paper, seehttps://hal.archives-ouvertes.fr/hal-01943863v1In this paper ...
Adapted or causal transport theory aims to extend classical optimal transport from probability measu...
International audienceIn the present paper, we prove that the Wasserstein distance on the space of c...
We study contraction for the kinetic Fokker-Planck operator on the torus. Solving the stochastic dif...
We consider a Markov chain on $\mathbb{R}^d$ with invariant measure $\mu$. We are interested in the ...
The role of the Wasserstein distance in the thermodynamic speed limit inequalities for Markov jump p...
We study optimal Markovian couplings of Markov processes, where the optimality is understood in term...
In the present paper, we prove that the Wasserstein distance on the space of continuous sample-paths...
In this manuscript, we provide a non-asymptotic process level control between the telegraph process ...
It is well-known that the SRB measure of a $C^{1+\alpha}$ Anosov diffeomorphism has exponential deca...
Optimal Transport and Wasserstein Distance are closely related terms that do not only have a long h...
We show continuity of the martingale optimal transport optimisation problem as a functional of its m...
Optimal Transport and especially distances based on optimal transport are a widely applied tool in ...
International audienceIn this paper, we prove that the time supremum of the Wasserstein distance bet...
The main object of interest in this thesis is P(M) – the space of probability measures on a manifold...
For the final version of the paper, seehttps://hal.archives-ouvertes.fr/hal-01943863v1In this paper ...
Adapted or causal transport theory aims to extend classical optimal transport from probability measu...
International audienceIn the present paper, we prove that the Wasserstein distance on the space of c...
We study contraction for the kinetic Fokker-Planck operator on the torus. Solving the stochastic dif...
We consider a Markov chain on $\mathbb{R}^d$ with invariant measure $\mu$. We are interested in the ...
The role of the Wasserstein distance in the thermodynamic speed limit inequalities for Markov jump p...
We study optimal Markovian couplings of Markov processes, where the optimality is understood in term...
In the present paper, we prove that the Wasserstein distance on the space of continuous sample-paths...
In this manuscript, we provide a non-asymptotic process level control between the telegraph process ...
It is well-known that the SRB measure of a $C^{1+\alpha}$ Anosov diffeomorphism has exponential deca...
Optimal Transport and Wasserstein Distance are closely related terms that do not only have a long h...
We show continuity of the martingale optimal transport optimisation problem as a functional of its m...
Optimal Transport and especially distances based on optimal transport are a widely applied tool in ...
International audienceIn this paper, we prove that the time supremum of the Wasserstein distance bet...
The main object of interest in this thesis is P(M) – the space of probability measures on a manifold...