1 citations · 1 across the 5 of their papers we have counts for
5 papers
Duality for Borel measurable cost functions
Mathias Beiglböck, Walter Schachermayer
We consider the Monge-Kantorovich transport problem in an abstract measure theoretic setting. Our main result states that duality holds if is an arbitra…
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…
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…
A note on lower bounds of martingale measure densities
Dmitry Rokhlin, Walter Schachermayer
For a given element and a convex cone , we give necessary and sufficient conditions for the existence of an element …
A hyper-geometric approach to the BMV-conjecture
Michaeln Drmota, Walter Schachermayer, Josef Teichmann
We provide a representation of the (signed) BMV-measure by stochastic means and prove positivity of the respective measures in dimension in several non-trivial cases by combi…