Absolutely Continuous Curves of Stochastic Processes

Abstract

We study absolutely continuous curves in the adapted Wasserstein space of filtered processes. We provide a probabilistic representation of such curves as flows of adapted processes on a common filtered probability space, extending classical results to the adapted setting. Moreover, we characterize geodesics in this space and derive an adapted Benamou--Brenier-type formula by reformulating adapted optimal transport as an energy minimization problem. As an application, we obtain a Skorokhod-type representation for sequences of filtered processes under the adapted weak topology.

31 pages