В работе дан обзор исследований последнего десятилетия и приведены новые
результаты по различным новым модификациям классической задачи Канторовича …

VI Bogachev, “Kantorovich problem of optimal transportation of measures: new directions of
research”, Uspekhi Mat. Nauk, 77:5(467) (2022), 3–52; Russian Math. Surveys, 77:5 (2022) …

Wasserstein distance induces a natural Riemannian structure for the probabilities on the
Euclidean space. This insight of classical transport theory is fundamental for tremendous …

A basic and natural coupling between two probabilities on $\mathbb R^ N $ is given by the
Knothe-Rosenblatt coupling. It represents a multiperiod extension of the quantile coupling …

Causal optimal transport and adapted Wasserstein distance have applications in different
fields from optimization to mathematical finance and machine learning. The goal of this …

We investigate duality and existence of dual optimizers for several adapted optimal transport
problems under minimal assumptions. This includes the causal and bicausal transport, the …

In this paper, we study the pricing of contracts in fixed income markets under volatility
uncertainty in the sense of Knightian uncertainty or model uncertainty. The starting point is …

В работе исследуется существование решений задачи Канторовича оптимальной
транспортировки с нелинейным функционалом стоимости, порожденным функцией …

Adapted or causal transport theory aims to extend classical optimal transport from probability
measures to stochastic processes. On a technical level, the novelty is to restrict to couplings …

We study the existence of solutions to the Kantorovich optimal transportation problem with a
nonlinear cost functional generated by a cost function depending on the transport plan. We …