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math.PR2026
The geometry of the adapted Bures--Wasserstein space
Beatrice Acciaio, Daniel Bartl, Anne Grass +2
The adapted Bures--Wasserstein space consists of Gaussian processes endowed with the adapted Wasserstein distance. It can be viewed as the analogue of the classical Bures--Wasserst…
math.PR2025
Estimating causal distances with non-causal ones
Beatrice Acciaio, Songyan Hou, Gudmund Pammer
The adapted Wasserstein () distance refines the classical Wasserstein () distance by incorporating the temporal structure of stochastic processes. This makes the -distan…
math.PR2025
Convergence of the Adapted Smoothed Empirical Measures
Songyan Hou
The adapted Wasserstein distance controls the calibration errors of optimal values in various stochastic optimization problems, pricing and hedging problems, optimal stopping probl…