24 citations · 40 across the 14 of their papers we have counts for
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math.PR2020
On a Lusin theorem for capacities
Johannes Wiesel
Let be a compact metric space and let be a sub-additive capacity defined on . We show that Lusin's theorem with respect to holds if and only if is continuous fro…
math.OC2020★ 24 cited
Sensitivity analysis of Wasserstein distributionally robust optimization problems
Daniel Bartl, Samuel Drapeau, Jan Obloj +1
We consider sensitivity of a generic stochastic optimization problem to model uncertainty. We take a non-parametric approach and capture model uncertainty using Wasserstein balls a…
math.PR2020
Estimating processes in adapted Wasserstein distance
Julio Backhoff, Daniel Bartl, Mathias Beiglböck +1
A number of researchers have independently introduced topologies on the set of laws of stochastic processes that extend the usual weak topology. Depending on the respective scienti…