3 papers
math.OC2025
A Characterization of Law-Invariant and Coherent Risk Measures through Optimal Transport
Riccardo Bonalli, Benoît Bonnet-Weill, Laurent Pfeiffer
In this article, we propose a novel characterization of law-invariant and coherent risk measures, based on a generalized optimal transport problem in which the second marginal of t…
math.AP2025
Structured Continuity Equations in Fibred Wasserstein Spaces
Benoît Bonnet-Weill, Nastassia Pouradier Duteil
In this article, we develop a comprehensive ODE-theory for structured continuity equations in fibred probability spaces, which represent a class of heterogeneous PDEs arising as th…
math.AP2025
Viability Theory in the -Wasserstein Space
Benoît Bonnet-Weill, Alberto Domínguez Corella, Hélène Frankowska
In this article, we establish necessary and sufficient viability conditions for continuity inclusions over the 1-Wasserstein space. Depending on the regularity properties of the dy…