Stretched Brownian Motion: convergence of dual optimising sequences

Walter Schachermayer, Pietro Siorpaes

We consider an irreducible pair $\mu {\le }_c\nu$ of probability measures on ${\mathbb{R}}^d$ in convex order. In arXiv:2306.11019, Backhoff, Beiglböck, Schachermayer and Tschiderer have s…