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math.FA2020
The dynamical Schrödinger problem in abstract metric spaces
Léonard Monsaingeon, Luca Tamanini, Dmitry Vorotnikov
In this paper we introduce the dynamical Schrödinger problem on abstract metric spaces, defined for a wide class of entropy and Fisher information functionals. Under very mild assu…
math.FA2020
The Schrödinger problem on the non-commutative Fisher-Rao space
Léonard Monsaingeon, Dmitry Vorotnikov
We present a self-contained and comprehensive study of the Fisher-Rao space of matrix-valued non-commutative probability measures, and of the related Hellinger space. Our non-commu…
math.AP2020
A new transportation distance with bulk/interface interactions and flux penalization
Léonard Monsaingeon
We introduce and study a new optimal transport problem on a bounded domain , defined via a dynamical Benamou-Brenier formulation. The model handles differ…