| Adapted wasserstein distances and stability in mathematical finance J Backhoff-Veraguas, D Bartl, M Beiglböck, M Eder Forthcoming at Finance and Stochastics (arXiv:1901.07450), 2019 | 104 | 2019 |
| Extended mean field control problems: stochastic maximum principle and transport perspective B Acciaio, J Backhoff-Veraguas, R Carmona SIAM journal on Control and Optimization 57 (6), 3666-3693, 2019 | 99 | 2019 |
| Existence, duality, and cyclical monotonicity for weak transport costs J Backhoff-Veraguas, M Beiglböck, G Pammer Calculus of Variations and Partial Differential Equations 58 (6), 203, 2019 | 98 | 2019 |
| Causal transport in discrete time and applications J Backhoff, M Beiglbock, Y Lin, A Zalashko SIAM Journal on Optimization 27 (4), 2528-2562, 2017 | 94 | 2017 |
| All adapted topologies are equal J Backhoff-Veraguas, D Bartl, M Beiglböck, M Eder Probability Theory and Related Fields 178, 1125-1172, 2020 | 79 | 2020 |
| Martingale Benamou--Brenier: a probabilistic perspective J Backhoff-Veraguas, M Beiglböck, M Huesmann, S Källblad Forthcoming at Annals of Probability (arXiv:1708.04869), 2017 | 75* | 2017 |
| Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization B Acciaio, J Backhoff-Veraguas, A Zalashko Stochastic Processes and their Applications 130 (5), 2918-2953, 2020 | 68 | 2020 |
| Estimating processes in adapted Wasserstein distance J Backhoff, D Bartl, M Beiglböck, J Wiesel The Annals of Applied Probability 32 (1), 529-550, 2022 | 60 | 2022 |
| Stability of martingale optimal transport and weak optimal transport J Backhoff-Veraguas, G Pammer The Annals of Applied Probability 32 (1), 721-752, 2022 | 59* | 2022 |
| The mean field Schr\" odinger problem: ergodic behavior, entropy estimates and functional inequalities J Backhoff-Veraguas, G Conforti, I Gentil, C Léonard Forthcoming at Probability Theory and Related Fields (arXiv:1905.02393), 2019 | 56* | 2019 |
| Applications of weak transport theory J Backhoff-Veraguas, G Pammer Bernoulli 28 (1), 370-394, 2022 | 43 | 2022 |
| Bayesian learning with Wasserstein barycenters J Backhoff-Veraguas, J Fontbona, G Rios, F Tobar ESAIM: Probability and Statistics 26, 436-472, 2022 | 34 | 2022 |
| Fundamental properties of process distances J Backhoff Veraguas, M Beiglböck, M Eder, A Pichler Stochastic Processes and their Applications (arXiv:1701.03955), 2017 | 32* | 2017 |
| Cournot--Nash Equilibrium and Optimal Transport in a Dynamic Setting B Acciaio, JB Veraguas, J Jia SIAM Journal on Control and Optimization 59 (3), 2273-2300, 2021 | 22 | 2021 |
| Weak monotone rearrangement on the line J Backhoff-Veraguas, M Beiglböck, G Pammer | 22 | 2020 |
| Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control J Backhoff-Veraguas, D Lacker, L Tangpi | 17 | 2020 |
| Sensitivity results in stochastic optimal control: A Lagrangian perspective J Backhoff, FJ Silva ESAIM: Control Optimization and Calculus of Variations 23 (1), 39-70, 2017 | 17* | 2017 |
| Stochastic Gradient Descent for Barycenters in Wasserstein Space J Backhoff-Veraguas, J Fontbona, G Rios, F Tobar arXiv preprint arXiv:2201.04232, 2022 | 14 | 2022 |
| Conditional analysis and a principal-agent problem J Backhoff, U Horst SIAM Journal on Financial Mathematics 7 (1), 477-507, 2016 | 13 | 2016 |
| Robust utility maximization without model compactness JD Backhoff Veraguas, J Fontbona SIAM Journal on Financial Mathematics 7 (1), 70-103, 2016 | 13 | 2016 |
Mathias BeiglböckUniversität WienVerified email at univie.ac.at