Results

  • Julio Backhoff-Veraguas, Sigrid Källblad, Benjamin A. Robinson: Adapted Wasserstein distance between the laws of SDEs. Preprint, arXiv:2209.03243.
  • Gudmund Pammer, Benjamin A. Robinson, Walter Schachermayer: A regularized Kellerer theorem in arbitrary dimension. To appear, arXiv:2210.13847.
  • Benjamin A. Robinson, Alexander Cox: SDEs with no strong solution arising from a problem of stochastic control. Electronic Journal of Probability (2023), Vol. 28, paper no. 104, 1-24, https://doi.org/10.1214/23-EJP995.
  • Julio Backhoff-Veraguas, Mathias Beiglböck, Bertram Tschiderer, Walter Schachermayer: The structure of martingale Benamou-Brenier R^d, Preprint, arXiv:2306.11019.
  • Julio Backhoff-Veraguas, Walter Schachermayer, Bertram Tschiderer: The Bass functional of martingale transport. Submitted (2023), arXiv:2309.11181.
  • Bertram Tschiderer: q-Bass martingales. Preprint, arXiv:2402.05669.
  • Bertram Tschiderer: Diffusion processes as Wasserstein gradient flows via stochastic control of the volatility matrix. Preprint, arXiv:2310.18678.
  • Walter Schachermayer, Bertram Tschiderer: The decomposition of stretched Brownian motion into Bass martingale. Preprint, arXiv:2406.10656