2 citations · 2 across the 7 of their papers we have counts for
3 papers · 1 filter
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…
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…
Viability Theory in the 1-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…