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math.PR2026
Bass martingales need not stretch
Mathias Beiglböck, Manuel Hasenbichler, Gudmund Pammer
In classical optimal transport, the equivalence of optimality, convex gradient structure, and cyclical monotonicity is a central paradigm. Known counterexamples to this equivalence…
math.PR2026
A weak transport approach to the Schrödinger-Bass bridge
Manuel Hasenbichler, Gudmund Pammer, Stefan Thonhauser
We study the Schrödinger-Bass problem, a one-parameter family of semimartingale optimal transport problems indexed by , whose limiting regimes interpolate between the classica…