N. Juillet

activity

20122021

most citedOn a problem of optimal transport under marginal martingale constraints

158 citations · 209 across the 10 of their papers we have counts for

collaborators

Showing 2018Show all

3 papers · 1 filter

math.PR2018★ 30 cited

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…

math.PR2018

The Markov-quantile process attached to a family of Marginals

Charles Boubel, Nicolas Juillet

Let $μ$ = ( $μ$ t)t $\in$ R be any 1-parameter family of probability measures on R. Its quantile process (Gt)t $\in$ R : ]0, 1[ $\to$ RR, given by Gt( $α$ ) = inf{x $\in$ R : $μ$ t(…

math.PR2018

Couplings in $L^{p}$ distance of two Brownian motions and their L{é}vy area

Michel Bonnefont, Nicolas Juillet

We study co-adapted couplings of (canonical hypoelliptic) diffu-sions on the (subRiemannian) Heisenberg group, that we call (Heisenberg) Brow-nian motions and are the joint laws of…

On A Mixture Of Brenier and Strassen Theorems

The Markov-quantile process attached to a family of Marginals

Couplings in Lp distance of two Brownian motions and their L{é}vy area

Couplings in $L^{p}$ distance of two Brownian motions and their L{é}vy area