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Wasserstein Asymptotics for the Empirical Measure of Fractional Brownian Motion on a Flat Torus - MaRDI portal

Wasserstein Asymptotics for the Empirical Measure of Fractional Brownian Motion on a Flat Torus

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Publication:6398064

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DOI10.1016/j.spa.2022.09.008zbMath1508.60050arXiv2205.01025MaRDI QIDQ6398064

Martin Huesmann, Francesco Mattesini, Dario Trevisan

Publication date: 2 May 2022

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Fractional processes, including fractional Brownian motion (60G22) Convergence of probability measures (60B10) Optimal transportation (49Q22)

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