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math.PR2019
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…
math.PR2019
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…