1 citations · 1 across the 2 of their papers we have counts for
5 papers · 1 filter
Applications of weak transport theory
Julio Daniel Backhoff-Veraguas, Gudmund Pammer
Motivated by applications to geometric inequalities, Gozlan, Roberto, Samson, and Tetali introduced a transport problem for `weak' cost functionals. Basic results of optimal transp…
All Adapted Topologies are Equal
Julio Backhoff-Veraguas, Daniel Bartl, Mathias Beiglböck +1
A number of researchers have introduced topological structures on the set of laws of stochastic processes. A unifying goal of these authors is to strengthen the usual weak topology…
Stability of martingale optimal transport and weak optimal transport
Julio Backhoff-Veraguas, Gudmund Pammer
Under mild regularity assumptions, the transport problem is stable in the following sense: if a sequence of optimal transport plans converges weakly to a transpo…
Weak monotone rearrangement on the line
Julio Backhoff-Veraguas, Mathias Beiglböck, Gudmund Pammer
Weak optimal transport has been recently introduced by Gozlan et al. The original motivation stems from the theory of geometric inequalities; further applications concern numerics…
Non-exponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and Control
Julio Backhoff-Veraguas, Daniel Lacker, Ludovic Tangpi
We derive new limit theorems for Brownian motion, which can be seen as non-exponential analogues of the large deviation theorems of Sanov and Schilder in their Laplace principle fo…