15 citations · 23 across the 16 of their papers we have counts for
18 papers
Bridging classical and martingale Schrödinger bridges
Julio Backhoff, Mathias Beiglböck, Giorgia Bifronte +1
We investigate the martingale Schrödinger bridge, recently introduced by Nutz and Wiesel as a distinguished martingale transport plan between two probability measures in convex ord…
A Brenier Theorem on and Applications to Adapted Transport
Mathias Beiglböck, Gudmund Pammer, Stefan Schrott
We develop Brenier theorems on iterated Wasserstein spaces. For a separable Hilbert space and , we construct a full-support probability on $P_2^{N}(H)= P_2(... P_2…
Strassen's theorem for biased convex order
Beatrice Acciaio, Mathias Beiglböck, Evgeny Kolosov +1
Strassen's theorem asserts that for given marginal probabilities there exists a martingale starting in and terminating in if and only if are in convex order. Fr…
The Fundamental Theorem of Weak Optimal Transport
Mathias Beiglböck, Gudmund Pammer, Lorenz Riess +1
The fundamental theorem of classical optimal transport establishes strong duality and characterizes optimizers through a complementary slackness condition. Milestones such as Breni…
The Wasserstein Space of Stochastic Processes in Continuous Time
Daniel Bartl, Mathias Beiglböck, Gudmund Pammer +2
Researchers from different areas have independently defined extensions of the usual weak convergence of laws of stochastic processes with the goal of adequately accounting for the…
The Knothe-Rosenblatt distance and its induced topology
Mathias Beiglböck, Gudmund Pammer, Alexander Posch
A basic and natural coupling between two probabilities on is given by the Knothe-Rosenblatt coupling. It represents a multiperiod extension of the quantile coupling a…