3 papers
math.PR2026
Banach spaces of continuous paths with finite -th variation
Purba Das, Donghan Kim, Fang Rui Lim
We study pathwise -th variation of continuous paths on a compact interval along a fixed partition sequence. Although the class of continuous paths with finite -th variation i…
math.PR2025
A transfer principle for computing the adapted Wasserstein distance between stochastic processes
Yifan Jiang, Fang Rui Lim
We propose a transfer principle to study the adapted 2-Wasserstein distance between stochastic processes. First, we obtain an explicit formula for the distance between real-valued…
math.PR2024
Causal transport on path space
Rama Cont, Fang Rui Lim
We study properties of causal couplings for probability measures on the space of continuous functions. We first provide a characterization of bicausal couplings between weak soluti…