29 citations · 31 across the 7 of their papers we have counts for
4 papers · 1 filter
Characterization of optimal Transport Plans for the Monge-Kantorovich-Problem
Walter Schachermayer, Josef Teichmann
We prove that -cyclically monotone transport plans optimize the Monge-Kantorovich transportation problem under an additional measurability condition. This measurability cond…
Ornstein-Uhlenbeck Processes on Lie Groups
Fabrice Baudoin, Martin Hairer, Josef Teichmann
We consider Ornstein-Uhlenbeck processes (OU-processes) associated to hypoelliptic diffusion processes on finite-dimensional Lie groups: let be a hypoelliptic, left…
Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems
Rainer Buckdahn, Marc Quincampoix, Catherine Rainer +1
We provide a short and elementary proof for the recently proved result by G. da Prato and H. Frankowska that -- under minimal assumptions -- a closed set is invariant with respect…
Non-monotone convergence in the quadratic Wasserstein distance
Walter Schachermayer, Uwe Schmock, Josef Teichmann
We give an easy counter-example to Problem 7.20 from C. Villani's book on mass transport: in general, the quadratic Wasserstein distance between -fold normalized convolutions of…