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math.AP2026
The Mortensen observer on the space of probability measures
Martin Morange
We study a deterministic filtering problem formulated directly on the Wasserstein space of probability measures with finite second moment. Motivated by the Mortensen minimum-energy…
math.AP2026
Quantitative sensitivity analysis for Fokker-Planck equation with respect to the Wasserstein distance
Martin Morange
We analyze the sensitivity of solutions to the Fokker-Planck equation with respect to some unknown parameter. Our main result is to provide quantitative upper bounds for the -Wa…