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Bicausal optimal transport for SDEs with irregular coefficients - MaRDI portal

Bicausal optimal transport for SDEs with irregular coefficients

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Publication:6526207

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arXiv2403.09941MaRDI QIDQ6526207

Benjamin A. Robinson, Michaela Szölgyenyi

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Optimal transportation (49Q22)

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