activity
20092023
most citedStochastic optimal transport revisited

6 citations · 9 across the 7 of their papers we have counts for

collaborators

7 papers

math.PR2023

Stochastic optimal transport with at most quadratic growth cost

Toshio Mikami

We consider a class of stochastic optimal transport, SOT for short, with given two endpoint marginals in the case where a cost function exhibits at most quadratic growth. We first…

math.OC2022

A remark on the Lagrangian formulation of optimal transport with a non-convex cost

Toshio Mikami, Haruka Yamamoto

We study the Lagrangian formulation of a class of the Monge-Kantorovich optimal transportation problem. It can be considered a stochastic optimal transportation problem for absolut…

math.PR2020★ 6 cited

Stochastic optimal transport revisited

Toshio Mikami

We prove the Duality Theorems for the stochastic optimal transportation problems with a convex cost function without a regularity assumption that is often supposed in the proof of…

math.AP2019★ 3 cited

A Hamilton-Jacobi PDE associated with hydrodynamic fluctuations from a nonlinear diffusion equation

Jin Feng, Toshio Mikami, Johannes Zimmer

We study a class of Hamilton-Jacobi partial differential equations in the space of probability measures. In the first part of this paper, we prove comparison principles (implying u…

math.PR2018

Regularity of Schrödinger's functional equation in the weak topology and moment measures

Toshio Mikami

We study the continuity and the measurability of the solution to Schrödinger's functional equation, with respect to space, kernel and marginals, provided the space of all Borel pro…

math.PR2017

Regularity of Schroedinger's functional equation and mean field PDEs for h-path processes

Toshio Mikami

E. Schroedinger proposed the equation to find the statistical property of a quantum particle on a finite time interval. It is called "Schroedinger's functional equation". Given pro…

math.ST2009

Maximums and minimums of overall survival functions with fixed marginal distributions and transmission of technology

Isao Higuchi, Toshio Mikami

Title: An unlikely result Authors: T.M. Other Comments: This paper has been withdrawn Abstract: This paper has been withdrawn by the author due to the fact that some of the results…