6 papers
Delta-Epsilon-Common Knowledge and Quantitative Agreement Theorems
Christina Pawlowitsch, Stefan Schrott, Daniel Toneian
Aumann defined common knowledge mathematically and established his now famous Agreement Theorem. We present a novel approach to quantifying how close individuals are to commonly kn…
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_…
Denseness of biadapted Monge mappings
Mathias Beiglböck, Gudmund Pammer, Stefan Schrott
Adapted or causal transport theory aims to extend classical optimal transport from probability measures to stochastic processes. On a technical level, the novelty is to restrict to…
On Strassen's Theorem for support functions
Stefan Schrott, Daniel Toneian
Strassen established that there exists a two step martingale with marginal distributions , if and only if , are in convex order. Recently Choné-Gozlan-Kramarz ob…
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…
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…