The optimal weak transport problem has recently been introduced by Gozlan et al.(J Funct
Anal 273 (11): 3327–3405, 2017). We provide general existence and duality results for …

Wasserstein distance induces a natural Riemannian structure for the probabilities on the
Euclidean space. This insight of classical transport theory is fundamental for tremendous …

Under mild regularity assumptions, the transport problem is stable in the following sense: if a
sequence of optimal transport plans π 1, π 2,… converges weakly to a transport plan π, then …

The Bass local volatility model introduced by Backhoff-Veraguas--Beiglb\" ock--Huesmann--
K\" allblad is a Markov model perfectly calibrated to vanilla options at finitely many …

Motivated by applications to geometric inequalities, Gozlan, Roberto, Samson, and Tetali (J.
Funct. Anal. 273 (2017) 3327–3405) introduced a transport problem for 'weak'cost …

We consider a model‐independent pricing problem in a fixed‐income market and show that
it leads to a weak optimal transport problem as introduced by Gozlan et al. We use this to …

We introduce weak barycenters of a family of probability distributions, based on the recently
developed notion of optimal weak transport of mass by Gozlan et al.(2017) and Backhoff …

The adapted weak topology is an extension of the weak topology for stochastic processes
designed to adequately capture properties of underlying filtrations. With the recent work of …

A basic and natural coupling between two probabilities on $\mathbb R^ N $ is given by the
Knothe-Rosenblatt coupling. It represents a multiperiod extension of the quantile coupling …

Motivated by applications of stochastic orders in statistics and economics, we study metric
projections onto cones in the Wasserstein space of probability measures, defined by …