Entropy, energy, and optimal couplings on Wiener space
By Hans Föllmer
We discuss couplings on Wiener space that are optimal with respect to different cost functionals and derive corresponding versions of Talagrand's transport inequality.
By Hans Föllmer
We discuss couplings on Wiener space that are optimal with respect to different cost functionals and derive corresponding versions of Talagrand's transport inequality.
By Claudia Ceci
By Hans Föllmer
By Xin Guo