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math.PR2025
Sharp inequalities between Zolotarev and Wasserstein distances in
Karol BoÅbotowski, Guy Bouchitté
Based on a new Kantorovich-Rubinstein duality principle for the Hessian that was recently established by the two authors, we extend the Rio inequality to any dimension wi…
math.PR2025
Bi-martingale optimal transport and its applications
Karol BoÅbotowski
We introduce a new non-linear optimal transport formulation for a pair of probability measures on sharing a common barycentre, in which admissible transference plans…