28 citations · 28 across the 3 of their papers we have counts for
3 papers
math.PR2025
Wasserstein projections in the convex order: regularity and characterization in the quadratic Gaussian case
Aurélien Alfonsi, Benjamin Jourdain
In this paper, we first show continuity of both Wasserstein projections in the convex order when they are unique. We also check that, in arbitrary dimension , the quadratic Wass…
math.PR2025
Quadratic Wasserstein distance between Gaussian laws revisited with correlation
Aurélien Alfonsi, Benjamin Jourdain
In this note, we give a simple derivation of the formula obtained in Dowson and Landau (1982), Olkin and Pukelsheim (1982) and Givens and Shortt (1984) for the quadratic Wasserstei…
math.PR2012★ 28 cited
Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme
A. Alfonsi, B. Jourdain, A. Kohatsu-Higa
In the present paper, we prove that the Wasserstein distance on the space of continuous sample-paths equipped with the supremum norm between the laws of a uniformly elliptic one-di…