PUBLICATIONS
- Julio Backhoff-Veraguas, Sigrid Källblad, Benjamin A. Robinson: Adapted Wasserstein distance between the laws of SDEs. Stochastic Processes and their Applications, Vol. 189 (2025) https://doi.org/10.1016/j.spa.2025.104689.
- Gudmund Pammer, Benjamin A. Robinson, Walter Schachermayer: A regularized Kellerer theorem in arbitrary dimension. Ann. Applied Probability, Vol. 35 (2025), No. 2, pp. 749--778, https://doi.org/10.1214/24-AAP2125.
- 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.
PREPRINTS
- Julio Backhoff-Veraguas, Mathias Beiglböck, Bertram Tschiderer, Walter Schachermayer: Existence of Bass Martingales and the Martingale Benamou-Brenier Problem in 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.
- Benjamin A. Robinson, Michaela Szölgyenyi: Bicausal optimal transport for SDEs with irregular coefficients. Preprint, arXiv:2403.09941
- Istvan Berkes, Gudmund Pammer, Walter Schachermayer: Hereditary Hsu-Robbins-Erdös Law of Large Numbers, preprint, arXiv:2503.19484.
- Julio Backhoff-Veraguas, Gudmund Pammer, Walter Schachermayer: The L2 Gradient Flow of the Bass Functional in Martingale Optimal Transport, to appear in Math. Financ. Econ., arXiv:2407.18781.
- Julio Backhoff-Veraguas, Mathias Beiglböck, Bertram Tschiderer, Walter Schachermayer: The structure of martingale Benamou-Brenier in R^d, preprint, arXiv:2306.11019.