Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability
DOI10.1051/ps/2020013zbMath1454.90028arXiv1811.07787OpenAlexW3012550932MaRDI QIDQ5140338
Aurélien Alfonsi, Benjamin Jourdain
Publication date: 15 December 2020
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1811.07787
Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Fréchet and Gateaux differentiability in optimization (49J50) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Differentiability questions for infinite-dimensional manifolds (58B10)
Related Items (6)
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