12 citations · 17 across the 13 of their papers we have counts for
3 papers · 1 filter
A constructive solution to Talagrand's Gaussian convexification problem
Othmane Mazhar
Talagrand asked for a construction of a large convex subset of a bounded Minkowski sum of a large Gaussian set. We first prove a stronger nonsymmetric existential statement: if $A\…
Bridging Schrödinger and Bass: A Semimartingale Optimal Transport Problem with Diffusion Control
Pierre Henry-Labordere, Grégoire Loeper, Othmane Mazhar +2
We study a semimartingale optimal transport problem interpolating between the Schrödinger bridge and the stretched Brownian motion associated with the Bass solution of the Skorokho…
A PDE Derivation of the Schrödinger--Bass Bridge
Alexandre Alouadi, Pierre Henry-Labordère, Grégoire Loeper +3
This short paper announces the main results of \cite{SBB2026}, where the Schrödinger--Bass Bridge (SBB) problem is introduced and studied in full generality. Here we provide a dire…