VI Bogachev, “Kantorovich problem of optimal transportation of measures: new directions of
research”, Uspekhi Mat. Nauk, 77:5(467) (2022), 3–52; Russian Math. Surveys, 77:5 (2022) …

Over the last several years, there has been significant progress in develo** neural solvers
for the Schrödinger Bridge (SB) problem and applying them to generative modelling. This …

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

We formulate a new information-theoretic principle—the shifted composition rule—which
bounds the divergence (eg, Kullback-Leibler or Rényi) between the laws of two stochastic …

В работе дан обзор исследований последнего десятилетия и приведены новые
результаты по различным новым модификациям классической задачи Канторовича …

In this paper, we study convex risk measures with weak optimal transport penalties. In a first
step, we show that these risk measures allow for an explicit representation via a nonlinear …

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 …

It is well known that martingale transport plans between marginals μ≠ ν are never given by
Monge maps—with the understanding that the map is over the first marginal μ, or forward in …

Entropic Optimal Transport (EOT), also referred to as the Schr\" odinger problem, seeks to
find a random processes with prescribed initial/final marginals and with minimal relative …

VI Bogachev, SN Popova, “Hausdorff distances between couplings and optimal transportation”,
Mat. Sb., 215:1 (2024), 33–58; Sb. Math., 215:1 (2024), 28–51 Sbornik: Mathematics RUS …