activity
20182026
most citedThe Wasserstein space of stochastic processes

3 citations · 15 across the 36 of their papers we have counts for

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Showing 2025Show all

7 papers · 1 filter

cs.LG2025

On the Inverse Flow Matching Problem in the One-Dimensional and Gaussian Cases

Alexander Korotin, Gudmund Pammer

This paper studies the inverse problem of flow matching (FM) between distributions with finite exponential moment, a problem motivated by modern generative AI applications such as…

math.PR2025

A Brenier Theorem on and Applications to Adapted Transport

Mathias Beiglböck, Gudmund Pammer, Stefan Schrott

We develop Brenier theorems on iterated Wasserstein spaces. For a separable Hilbert space and , we construct a full-support probability on $P_2^{N}(H)= P_2(... P_2…

math.PR2025

Strassen's theorem for biased convex order

Beatrice Acciaio, Mathias Beiglböck, Evgeny Kolosov +1

Strassen's theorem asserts that for given marginal probabilities there exists a martingale starting in and terminating in if and only if are in convex order. Fr…

math.PR2025

Absolutely Continuous Curves of Stochastic Processes

Beatrice Acciaio, Daniel Kršek, Gudmund Pammer +1

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…

math.PR2025

Estimating causal distances with non-causal ones

Beatrice Acciaio, Songyan Hou, Gudmund Pammer

The adapted Wasserstein () distance refines the classical Wasserstein () distance by incorporating the temporal structure of stochastic processes. This makes the -distan…

math.PR2025

The Fundamental Theorem of Weak Optimal Transport

Mathias Beiglböck, Gudmund Pammer, Lorenz Riess +1

The fundamental theorem of classical optimal transport establishes strong duality and characterizes optimizers through a complementary slackness condition. Milestones such as Breni…

math.PR2025

The Wasserstein Space of Stochastic Processes in Continuous Time

Daniel Bartl, Mathias Beiglböck, Gudmund Pammer +2

Researchers from different areas have independently defined extensions of the usual weak convergence of laws of stochastic processes with the goal of adequately accounting for the…