Peacock geodesics in Wasserstein space

DOI10.1016/j.difgeo.2021.101764zbMath1470.91292OpenAlexW3163407772WikidataQ115354552 ScholiaQ115354552MaRDI QIDQ2041093

Xiaojun Cui, Hongguang Wu

Publication date: 15 July 2021

Published in: Differential Geometry and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.difgeo.2021.101764

zbMATH Keywords

geodesicWasserstein distancemartingale optimal transportpeacock

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Convergence of probability measures (60B10) Variational problems in applications to the theory of geodesics (problems in one independent variable) (58E10) Probabilistic metric spaces (54E70)

Uses Software

• Wasserstein GAN

Cites Work

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