4 citations · 5 across the 3 of their papers we have counts for
7 papers
Instability of Martingale optimal transport in dimension d 2
Martin Brückerhoff, Nicolas Juillet
Stability of the value function and the set of minimizers w.r.t. the given data is a desirable feature of optimal transport problems. For the classical Kantorovich transport proble…
SubRiemanniann structures do not satisify Riemannian Brunn--Minkowski inequalities
Nicolas Juillet
We prove that no Brunn--Minkowski inequality from the Riemannian theories of curvature-dimension and optimal transportation can by satisfied by a strictly subRiemannian structure.…
A Coupling Proof of Convex Ordering for Compound Distributions
Jean Bérard, Nicolas Juillet
In this paper, we give an alternative proof of the fact that, when compounding a nonnegative probability distribution, convex ordering between the distributions of the number of su…
On a solution to the Monge transport problem on the real line arising from the strictly concave case
Nicolas Juillet
It is well-known that the optimal transport problem on the real line for the classical distance cost may not have a unique solution. In this paper we recover uniqueness by consider…
On A Mixture Of Brenier and Strassen Theorems
Nathael Gozlan, Nicolas Juillet
We give a characterization of optimal transport plans for a variant of the usual quadratic transport cost introduced in [33]. Optimal plans are composition of a deterministic trans…
The Markov-quantile process attached to a family of Marginals
Charles Boubel, Nicolas Juillet
Let = (t)tR be any 1-parameter family of probability measures on R. Its quantile process (Gt)tR : ]0, 1[ RR, given by Gt() = inf{x R : t(…