3 papers
math.PR2026
Bicausal optimal transport for SDEs with irregular coefficients
Michaela Hitz, Benjamin A. Robinson
We solve constrained optimal transport problems in which the marginal laws are given by the laws of solutions of stochastic differential equations (SDEs). We consider SDEs with irr…
math.PR2026
Talagrand-type transport inequalities for path spaces over Carnot groups
Peter K. Friz, Helena Kremp, Vaios Laschos +2
We consider Talagrand-type transportation inequalities for the law of Brownian motion on Carnot groups. An important example is the lift of standard Brownian motion to the Brownian…
math.PR2025
Adapted Wasserstein distance between the laws of SDEs
Julio Backhoff-Veraguas, Sigrid Källblad, Benjamin A. Robinson
We consider the bicausal optimal transport problem between the laws of scalar time-homogeneous stochastic differential equations, and we establish the optimality of the synchronous…