Goldman, Michael; Trevisan, Dario Optimal transport methods for combinatorial optimization over two random point sets. (English) Zbl 07819906 Probab. Theory Relat. Fields 188, No. 3-4, 1315-1384 (2024). MSC: 90C27 60D05 90C05 39B62 60F25 35J05 PDFBibTeX XMLCite \textit{M. Goldman} and \textit{D. Trevisan}, Probab. Theory Relat. Fields 188, No. 3--4, 1315--1384 (2024; Zbl 07819906) Full Text: DOI arXiv OA License
Guyon, Julien Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle. (English) Zbl 07782838 Finance Stoch. 28, No. 1, 27-79 (2024). MSC: 91G20 60G42 60H05 94A17 91G80 PDFBibTeX XMLCite \textit{J. Guyon}, Finance Stoch. 28, No. 1, 27--79 (2024; Zbl 07782838) Full Text: DOI
Yang, Minglei; Zhang, Guannan; Del-Castillo-Negrete, Diego; Cao, Yanzhao A probabilistic scheme for semilinear nonlocal diffusion equations with volume constraints. (English) Zbl 07770183 SIAM J. Numer. Anal. 61, No. 6, 2718-2743 (2023). MSC: 68Q25 65M75 60J60 65C30 PDFBibTeX XMLCite \textit{M. Yang} et al., SIAM J. Numer. Anal. 61, No. 6, 2718--2743 (2023; Zbl 07770183) Full Text: DOI arXiv
Chiarini, Alberto; Conforti, Giovanni; Greco, Giacomo; Tamanini, Luca Gradient estimates for the Schrödinger potentials: convergence to the Brenier map and quantitative stability. (English) Zbl 1525.49033 Commun. Partial Differ. Equations 48, No. 6, 895-943 (2023). MSC: 49Q22 60E15 34K20 47D07 53C21 PDFBibTeX XMLCite \textit{A. Chiarini} et al., Commun. Partial Differ. Equations 48, No. 6, 895--943 (2023; Zbl 1525.49033) Full Text: DOI arXiv
Doldi, Alessandro; Frittelli, Marco Entropy martingale optimal transport and nonlinear pricing-hedging duality. (English) Zbl 1512.91141 Finance Stoch. 27, No. 2, 255-304 (2023). Reviewer: Pavel Stoynov (Sofia) MSC: 91G20 60G46 91G80 49J45 90C46 PDFBibTeX XMLCite \textit{A. Doldi} and \textit{M. Frittelli}, Finance Stoch. 27, No. 2, 255--304 (2023; Zbl 1512.91141) Full Text: DOI arXiv
Çağlar, Mine; Demirel, İhsan Regularity of the backward Monge potential and the Monge-Ampère equation on Wiener space. (English) Zbl 1515.60173 Stud. Math. 269, No. 2, 139-165 (2023). MSC: 60H07 49J27 PDFBibTeX XMLCite \textit{M. Çağlar} and \textit{İ. Demirel}, Stud. Math. 269, No. 2, 139--165 (2023; Zbl 1515.60173) Full Text: DOI arXiv
Di Persio, Luca; Kondratiev, Yuri; Vardanyan, Viktorya Diffusion approximation for transport equations with dissipative drifts. (English) Zbl 1513.60070 Methods Funct. Anal. Topol. 28, No. 1, 1-11 (2022). MSC: 60H10 60H30 PDFBibTeX XMLCite \textit{L. Di Persio} et al., Methods Funct. Anal. Topol. 28, No. 1, 1--11 (2022; Zbl 1513.60070) Full Text: DOI arXiv
Neves, Wladimir; Olivera, Christian Stochastic transport equations with unbounded divergence. (English) Zbl 1492.60193 J. Nonlinear Sci. 32, No. 4, Paper No. 60, 19 p. (2022). MSC: 60H15 35R60 35F10 60H30 PDFBibTeX XMLCite \textit{W. Neves} and \textit{C. Olivera}, J. Nonlinear Sci. 32, No. 4, Paper No. 60, 19 p. (2022; Zbl 1492.60193) Full Text: DOI arXiv
Ambrosio, Luigi; Goldman, Michael; Trevisan, Dario On the quadratic random matching problem in two-dimensional domains. (English) Zbl 1487.60017 Electron. J. Probab. 27, Paper No. 54, 35 p. (2022). MSC: 60D05 90C05 39B62 60F25 35J05 49Q22 PDFBibTeX XMLCite \textit{L. Ambrosio} et al., Electron. J. Probab. 27, Paper No. 54, 35 p. (2022; Zbl 1487.60017) Full Text: DOI arXiv
Wei, Jinlong; Lv, Guangying; Wang, Wei Stochastic transport equation with bounded and Dini continuous drift. (English) Zbl 1486.60085 J. Differ. Equations 323, 359-403 (2022). Reviewer: Alain Brillard (Riedisheim) MSC: 60H15 35A01 35L02 60J65 PDFBibTeX XMLCite \textit{J. Wei} et al., J. Differ. Equations 323, 359--403 (2022; Zbl 1486.60085) Full Text: DOI arXiv
Goldman, Michael; Trevisan, Dario Convergence of asymptotic costs for random Euclidean matching problems. (English) Zbl 1491.35138 Probab. Math. Phys. 2, No. 2, 121-142 (2021). Reviewer: Rodica Luca (Iaşi) MSC: 35J05 39B62 60D05 60F25 90C05 PDFBibTeX XMLCite \textit{M. Goldman} and \textit{D. Trevisan}, Probab. Math. Phys. 2, No. 2, 121--142 (2021; Zbl 1491.35138) Full Text: DOI arXiv
Chiarini, Alberto; Conforti, Giovanni; Tamanini, Luca Schrödinger problem for lattice gases: a heuristic point of view. (English) Zbl 1485.60029 Nielsen, Frank (ed.) et al., Geometric science of information. 5th international conference, GSI 2021, Paris, France, July 21–23, 2021. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 12829, 891-899 (2021). MSC: 60F10 35F21 35R60 60H10 PDFBibTeX XMLCite \textit{A. Chiarini} et al., Lect. Notes Comput. Sci. 12829, 891--899 (2021; Zbl 1485.60029) Full Text: DOI
Neves, Wladimir; Olivera, Christian Initial-boundary value problem for stochastic transport equations. (English) Zbl 1481.60122 Stoch. Partial Differ. Equ., Anal. Comput. 9, No. 3, 674-701 (2021). Reviewer: Feng-Yu Wang (Swansea) MSC: 60H15 35F10 35R60 60H10 60H30 PDFBibTeX XMLCite \textit{W. Neves} and \textit{C. Olivera}, Stoch. Partial Differ. Equ., Anal. Comput. 9, No. 3, 674--701 (2021; Zbl 1481.60122) Full Text: DOI
Cui, Jianbo; Liu, Shu; Zhou, Haomin What is a stochastic Hamiltonian process on finite graph? An optimal transport answer. (English) Zbl 1477.35293 J. Differ. Equations 305, 428-457 (2021). MSC: 35R02 60J20 53C22 49Q22 PDFBibTeX XMLCite \textit{J. Cui} et al., J. Differ. Equations 305, 428--457 (2021; Zbl 1477.35293) Full Text: DOI arXiv
Ghoussoub, Nassif; Kim, Young-Heon; Palmer, Aaron Zeff A solution to the Monge transport problem for Brownian martingales. (English) Zbl 1475.49056 Ann. Probab. 49, No. 2, 877-907 (2021). Reviewer: Wojciech Górny (Warszawa) MSC: 49Q22 60J65 49N15 PDFBibTeX XMLCite \textit{N. Ghoussoub} et al., Ann. Probab. 49, No. 2, 877--907 (2021; Zbl 1475.49056) Full Text: DOI arXiv
Chen, Yongxin; Georgiou, Tryphon T.; Pavon, Michele Stochastic control liaisons. Richard Sinkhorn meets Gaspard Monge on a Schrödinger bridge. (English) Zbl 1465.49016 SIAM Rev. 63, No. 2, 249-313 (2021). MSC: 49J55 49Q22 60J60 49J20 35Q35 28A50 PDFBibTeX XMLCite \textit{Y. Chen} et al., SIAM Rev. 63, No. 2, 249--313 (2021; Zbl 1465.49016) Full Text: DOI arXiv
Mikami, Toshio Stochastic optimal transport revisited. (English) Zbl 1461.93548 SN Partial Differ. Equ. Appl. 2, No. 1, Paper No. 5, 26 p. (2021). MSC: 93E20 60J60 35Q84 PDFBibTeX XMLCite \textit{T. Mikami}, SN Partial Differ. Equ. Appl. 2, No. 1, Paper No. 5, 26 p. (2021; Zbl 1461.93548) Full Text: DOI arXiv
Yadav, Swapnil; Alam, Kazi; Muttalib, K. A.; Wang, Dong Generalized random matrix model with additional interactions. (English) Zbl 1511.82038 J. Phys. A, Math. Theor. 53, No. 1, Article ID 015001, 15 p. (2020). MSC: 82C44 82C70 60B20 15B52 PDFBibTeX XMLCite \textit{S. Yadav} et al., J. Phys. A, Math. Theor. 53, No. 1, Article ID 015001, 15 p. (2020; Zbl 1511.82038) Full Text: DOI arXiv
Tyran-Kamińska, Marta Transport equations and perturbations of boundary conditions. (English) Zbl 1472.35328 Math. Methods Appl. Sci. 43, No. 18, 10511-10531 (2020). MSC: 35Q49 35Q20 35F46 47A55 47D06 60J25 82C40 82C70 92C40 35B20 PDFBibTeX XMLCite \textit{M. Tyran-Kamińska}, Math. Methods Appl. Sci. 43, No. 18, 10511--10531 (2020; Zbl 1472.35328) Full Text: DOI arXiv
Backhoff-Veraguas, Julio; Beiglböck, Mathias; Huesmann, Martin; Källblad, Sigrid Martingale Benamou-Brenier: a probabilistic perspective. (English) Zbl 1473.60071 Ann. Probab. 48, No. 5, 2258-2289 (2020). Reviewer: Ferenc Weisz (Budapest) MSC: 60G42 60G44 91G20 PDFBibTeX XMLCite \textit{J. Backhoff-Veraguas} et al., Ann. Probab. 48, No. 5, 2258--2289 (2020; Zbl 1473.60071) Full Text: DOI arXiv Euclid
Pal, Soumik; Wong, Ting-Kam Leonard Multiplicative Schrödinger problem and the Dirichlet transport. (English) Zbl 1466.49042 Probab. Theory Relat. Fields 178, No. 1-2, 613-654 (2020). MSC: 49Q22 60J76 60F10 60G57 PDFBibTeX XMLCite \textit{S. Pal} and \textit{T.-K. L. Wong}, Probab. Theory Relat. Fields 178, No. 1--2, 613--654 (2020; Zbl 1466.49042) Full Text: DOI arXiv
Nguyen, Giang T.; Peralta, Oscar An explicit solution to the Skorokhod embedding problem for double exponential increments. (English) Zbl 1450.60033 Stat. Probab. Lett. 165, Article ID 108867, 4 p. (2020). MSC: 60G40 60H10 60H30 PDFBibTeX XMLCite \textit{G. T. Nguyen} and \textit{O. Peralta}, Stat. Probab. Lett. 165, Article ID 108867, 4 p. (2020; Zbl 1450.60033) Full Text: DOI arXiv
Cabezas-Rivas, Esther; Haslhofer, Robert Brownian motion on Perelman’s almost Ricci-flat manifold. (English) Zbl 1509.53102 J. Reine Angew. Math. 764, 217-239 (2020). MSC: 53E20 35K55 58J65 60J65 PDFBibTeX XMLCite \textit{E. Cabezas-Rivas} and \textit{R. Haslhofer}, J. Reine Angew. Math. 764, 217--239 (2020; Zbl 1509.53102) Full Text: DOI arXiv
Baradat, Aymeric; Monsaingeon, Léonard Small noise limit and convexity for generalized incompressible flows, Schrödinger problems, and optimal transport. (English) Zbl 1451.35126 Arch. Ration. Mech. Anal. 235, No. 2, 1357-1403 (2020). Reviewer: Alain Brillard (Riedisheim) MSC: 35Q35 49Q20 35Q55 49J45 76B99 76D99 60J65 PDFBibTeX XMLCite \textit{A. Baradat} and \textit{L. Monsaingeon}, Arch. Ration. Mech. Anal. 235, No. 2, 1357--1403 (2020; Zbl 1451.35126) Full Text: DOI arXiv
Léger, Flavien A geometric perspective on regularized optimal transport. (English) Zbl 1429.49049 J. Dyn. Differ. Equations 31, No. 4, 1777-1791 (2019). Reviewer: Andrew Bucki (Edmond) MSC: 49Q20 35K55 28A33 60B05 35A15 PDFBibTeX XMLCite \textit{F. Léger}, J. Dyn. Differ. Equations 31, No. 4, 1777--1791 (2019; Zbl 1429.49049) Full Text: DOI arXiv
Ambrosio, Luigi; Glaudo, Federico Finer estimates on the \(2\)-dimensional matching problem. (Estimations plus fines sur le problème de couplage.) (English. French summary) Zbl 1434.60054 J. Éc. Polytech., Math. 6, 737-765 (2019). MSC: 60D05 49J55 60H15 PDFBibTeX XMLCite \textit{L. Ambrosio} and \textit{F. Glaudo}, J. Éc. Polytech., Math. 6, 737--765 (2019; Zbl 1434.60054) Full Text: DOI arXiv
Huesmann, Martin; Trevisan, Dario A Benamou-Brenier formulation of martingale optimal transport. (English) Zbl 1428.62526 Bernoulli 25, No. 4A, 2729-2757 (2019). MSC: 60G44 49Q22 82C31 PDFBibTeX XMLCite \textit{M. Huesmann} and \textit{D. Trevisan}, Bernoulli 25, No. 4A, 2729--2757 (2019; Zbl 1428.62526) Full Text: DOI arXiv Euclid
Mykland, Per Aslak Combining statistical intervals and market prices: the worst case state price distribution. (English) Zbl 1452.91311 J. Econom. 212, No. 1, 272-285 (2019). MSC: 91G20 60H30 62P05 91G70 PDFBibTeX XMLCite \textit{P. A. Mykland}, J. Econom. 212, No. 1, 272--285 (2019; Zbl 1452.91311) Full Text: DOI
Bhatia, Rajendra; Jain, Tanvi; Lim, Yongdo On the Bures-Wasserstein distance between positive definite matrices. (English) Zbl 1437.15044 Expo. Math. 37, No. 2, 165-191 (2019). Reviewer: V. Lokesha (Bangalore) MSC: 15B48 15A45 15A60 47A64 53C22 60D05 81P45 PDFBibTeX XMLCite \textit{R. Bhatia} et al., Expo. Math. 37, No. 2, 165--191 (2019; Zbl 1437.15044) Full Text: DOI arXiv
Gwiżdż, Piotr; Tyran-Kamińska, Marta Densities for piecewise deterministic Markov processes with boundary. (English) Zbl 1493.47122 J. Math. Anal. Appl. 479, No. 1, 384-425 (2019). MSC: 47N30 47D06 60J25 PDFBibTeX XMLCite \textit{P. Gwiżdż} and \textit{M. Tyran-Kamińska}, J. Math. Anal. Appl. 479, No. 1, 384--425 (2019; Zbl 1493.47122) Full Text: DOI arXiv
Liu, Chong; Neufeld, Ariel Compactness criterion for semimartingale laws and semimartingale optimal transport. (English) Zbl 1481.60053 Trans. Am. Math. Soc. 372, No. 1, 187-231 (2019). MSC: 60F05 60G48 49Q22 49N15 PDFBibTeX XMLCite \textit{C. Liu} and \textit{A. Neufeld}, Trans. Am. Math. Soc. 372, No. 1, 187--231 (2019; Zbl 1481.60053) Full Text: DOI arXiv Link
Li, Ruilin; Ye, Xiaojing; Zhou, Haomin; Zha, Hongyuan Learning to match via inverse optimal transport. (English) Zbl 1489.62101 J. Mach. Learn. Res. 20, Paper No. 80, 37 p. (2019). MSC: 62G05 60B10 PDFBibTeX XMLCite \textit{R. Li} et al., J. Mach. Learn. Res. 20, Paper No. 80, 37 p. (2019; Zbl 1489.62101) Full Text: arXiv Link
Beiglböck, Mathias; Griessler, Claus A land of monotone plenty. (English) Zbl 1425.60043 Ann. Sc. Norm. Super. Pisa, Cl. Sci. (5) 19, No. 1, 109-127 (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G42 60G44 91G20 PDFBibTeX XMLCite \textit{M. Beiglböck} and \textit{C. Griessler}, Ann. Sc. Norm. Super. Pisa, Cl. Sci. (5) 19, No. 1, 109--127 (2019; Zbl 1425.60043) Full Text: DOI arXiv
Li, Long; Vidard, Arthur; Le Dimet, François-Xavier; Ma, Jianwei Topological data assimilation using Wasserstein distance. (English) Zbl 1408.86008 Inverse Probl. 35, No. 1, Article ID 015006, 23 p. (2019). MSC: 86A22 62-07 60B05 62M30 86A32 PDFBibTeX XMLCite \textit{L. Li} et al., Inverse Probl. 35, No. 1, Article ID 015006, 23 p. (2019; Zbl 1408.86008) Full Text: DOI Link
Beiglböck, Mathias; Eder, Manu; Elgert, Christiane; Schmock, Uwe Geometry of distribution-constrained optimal stopping problems. (English) Zbl 1434.60123 Probab. Theory Relat. Fields 172, No. 1-2, 71-101 (2018). Reviewer: Nikolaos Fountoulakis (Edgbaston) MSC: 60G42 60G40 60G44 PDFBibTeX XMLCite \textit{M. Beiglböck} et al., Probab. Theory Relat. Fields 172, No. 1--2, 71--101 (2018; Zbl 1434.60123) Full Text: DOI arXiv
Davis, Erik; Sethuraman, Sunder Consistency of modularity clustering on random geometric graphs. (English) Zbl 1402.60016 Ann. Appl. Probab. 28, No. 4, 2003-2062 (2018). MSC: 60D05 62G20 05C82 49J45 68R10 PDFBibTeX XMLCite \textit{E. Davis} and \textit{S. Sethuraman}, Ann. Appl. Probab. 28, No. 4, 2003--2062 (2018; Zbl 1402.60016) Full Text: DOI arXiv Euclid
Ambrosio, Luigi New estimates on the matching problem. (English) Zbl 1397.60025 Dogbe, Christian (ed.), Actes du colloque “EDP-Normandie”, Caen, France, Octobre 25–26, 2017. [s.l.]: Fédération Normandie-Mathématiques (ISBN 978-2-9541221-4-4/pbk). Normandie-Mathématiques, 121-126 (2018). MSC: 60D05 PDFBibTeX XMLCite \textit{L. Ambrosio}, in: Actes du colloque ``EDP-Normandie'', Caen, France, Octobre 25--26, 2017. [s.l.]: Fédération Normandie-Mathématiques. 121--126 (2018; Zbl 1397.60025)
Lysenko, Nikolay Maximization of functionals depending on the terminal value and the running maximum of a martingale: a mass transport approach. (English) Zbl 1399.60073 Theory Stoch. Process. 22, No. 1, 30-40 (2017). MSC: 60G44 PDFBibTeX XMLCite \textit{N. Lysenko}, Theory Stoch. Process. 22, No. 1, 30--40 (2017; Zbl 1399.60073) Full Text: arXiv Link
Obłój, Jan; Spoida, Peter An iterated Azéma-Yor type embedding for finitely many marginals. (English) Zbl 1380.60048 Ann. Probab. 45, No. 4, 2210-2247 (2017). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G40 60G44 PDFBibTeX XMLCite \textit{J. Obłój} and \textit{P. Spoida}, Ann. Probab. 45, No. 4, 2210--2247 (2017; Zbl 1380.60048) Full Text: DOI arXiv Euclid
Källblad, Sigrid; Tan, Xiaolu; Touzi, Nizar Optimal Skorokhod embedding given full marginals and Azéma-Yor peacocks. (English) Zbl 1370.60075 Ann. Appl. Probab. 27, No. 2, 686-719 (2017). MSC: 60G40 60G44 PDFBibTeX XMLCite \textit{S. Källblad} et al., Ann. Appl. Probab. 27, No. 2, 686--719 (2017; Zbl 1370.60075) Full Text: DOI arXiv Euclid
Beiglböck, Mathias; Cox, Alexander M. G.; Huesmann, Martin Optimal transport and Skorokhod embedding. (English) Zbl 1371.60072 Invent. Math. 208, No. 2, 327-400 (2017). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G40 49Q20 60J65 60J25 60G44 PDFBibTeX XMLCite \textit{M. Beiglböck} et al., Invent. Math. 208, No. 2, 327--400 (2017; Zbl 1371.60072) Full Text: DOI arXiv
Chen, Yongxin; Georgiou, Tryphon; Pavon, Michele Entropic and displacement interpolation: a computational approach using the Hilbert metric. (English) Zbl 1369.49064 SIAM J. Appl. Math. 76, No. 6, 2375-2396 (2016). MSC: 49Q20 60J60 93E20 49J20 PDFBibTeX XMLCite \textit{Y. Chen} et al., SIAM J. Appl. Math. 76, No. 6, 2375--2396 (2016; Zbl 1369.49064) Full Text: DOI arXiv
Henry-Labordère, Pierre; Touzi, Nizar An explicit martingale version of the one-dimensional Brenier theorem. (English) Zbl 1369.91181 Finance Stoch. 20, No. 3, 635-668 (2016). MSC: 91G20 60G44 49Q20 PDFBibTeX XMLCite \textit{P. Henry-Labordère} and \textit{N. Touzi}, Finance Stoch. 20, No. 3, 635--668 (2016; Zbl 1369.91181) Full Text: DOI
Léonard, Christian Lazy random walks and optimal transport on graphs. (English) Zbl 1397.60109 Ann. Probab. 44, No. 3, 1864-1915 (2016). Reviewer: Michele Gianfelice (Rende) MSC: 60J27 49J45 60G50 65K10 49Q20 PDFBibTeX XMLCite \textit{C. Léonard}, Ann. Probab. 44, No. 3, 1864--1915 (2016; Zbl 1397.60109) Full Text: DOI arXiv Euclid
Gozlan, Nathael Transport inequalities and concentration of measure. (English. French summary) Zbl 1360.60042 ESAIM, Proc. Surv. 51, 1-23 (2015). MSC: 60E15 60B05 60A10 60F05 60-02 PDFBibTeX XMLCite \textit{N. Gozlan}, ESAIM, Proc. Surv. 51, 1--23 (2015; Zbl 1360.60042) Full Text: DOI
Iacò, M. R.; Thonhauser, S.; Tichy, R. F. Distribution functions, extremal limits and optimal transport. (English) Zbl 1334.90145 Indag. Math., New Ser. 26, No. 5, 823-841 (2015). Reviewer: Oto Strauch (Bratislava) MSC: 90C27 60E05 90C46 PDFBibTeX XMLCite \textit{M. R. Iacò} et al., Indag. Math., New Ser. 26, No. 5, 823--841 (2015; Zbl 1334.90145) Full Text: DOI arXiv
Kleptsyn, Victor; Kurtzmann, Aline A counterexample to the Cantelli conjecture through the Skorokhod embedding problem. (English) Zbl 1372.60057 Ann. Probab. 43, No. 5, 2250-2281 (2015). Reviewer: Oliver Janke (Berlin) MSC: 60G40 60J65 PDFBibTeX XMLCite \textit{V. Kleptsyn} and \textit{A. Kurtzmann}, Ann. Probab. 43, No. 5, 2250--2281 (2015; Zbl 1372.60057) Full Text: DOI arXiv Euclid
Mikami, Toshio Two end points marginal problem by stochastic optimal transportation. (English) Zbl 1334.93184 SIAM J. Control Optim. 53, No. 4, 2449-2461 (2015). MSC: 93E20 49N15 60J60 60J65 60G48 35Q84 37J50 PDFBibTeX XMLCite \textit{T. Mikami}, SIAM J. Control Optim. 53, No. 4, 2449--2461 (2015; Zbl 1334.93184) Full Text: DOI
Crisan, Dan; Otobe, Yoshiki; Peszat, Szymon Inverse problems for stochastic transport equations. (English) Zbl 1322.35172 Inverse Probl. 31, No. 1, Article ID 015005, 20 p. (2015). Reviewer: Martin Ondreját (Praha) MSC: 35R30 60H15 35R60 65C30 82C70 PDFBibTeX XMLCite \textit{D. Crisan} et al., Inverse Probl. 31, No. 1, Article ID 015005, 20 p. (2015; Zbl 1322.35172) Full Text: DOI Link
Moameni, Abbas Problèmes de transport multi-marginal de Monge-Kantorovich : une caractérisation des solutions. (Multi-marginal Monge-Kantorovich transport problems: a characterization of solutions.) (English. French summary) Zbl 1305.49071 C. R., Math., Acad. Sci. Paris 352, No. 12, 993-998 (2014). Reviewer: Vasile Oproiu (Iaşi) MSC: 49Q20 60E05 46N30 PDFBibTeX XMLCite \textit{A. Moameni}, C. R., Math., Acad. Sci. Paris 352, No. 12, 993--998 (2014; Zbl 1305.49071) Full Text: DOI arXiv
Léonard, Christian A survey of the Schrödinger problem and some of its connections with optimal transport. (English) Zbl 1277.49052 Discrete Contin. Dyn. Syst. 34, No. 4, 1533-1574 (2014). MSC: 49Q20 46N10 60J25 60F10 PDFBibTeX XMLCite \textit{C. Léonard}, Discrete Contin. Dyn. Syst. 34, No. 4, 1533--1574 (2014; Zbl 1277.49052) Full Text: DOI arXiv
Wang, Feng-Yu Coupling and applications. (English) Zbl 1317.60090 Zhang, Tusheng (ed.) et al., Stochastic analysis and applications to finance. Essays in honour of Jia-an Yan on the occasion of his 70th years birthday. Hackensack, NJ: World Scientific (ISBN 978-981-4383-57-8/hbk). Interdisciplinary Mathematical Sciences 13, 411-424 (2012). Reviewer: René L. Schilling (Dresden) MSC: 60J25 60H10 60J75 60G51 60J60 60J35 60-02 PDFBibTeX XMLCite \textit{F.-Y. Wang}, Interdiscip. Math. Sci. 13, 411--424 (2012; Zbl 1317.60090) Full Text: arXiv
Bogachev, V. I.; Kolesnikov, A. V. Sobolev regularity for the infinite-dimensional Monge-Ampère equation. (English. Russian original) Zbl 1261.46038 Dokl. Math. 85, No. 3, 331-335 (2012); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 444, No. 2, 131-136 (2012). Reviewer: S. S. Kutateladze (Novosibirsk) MSC: 46G12 60B11 PDFBibTeX XMLCite \textit{V. I. Bogachev} and \textit{A. V. Kolesnikov}, Dokl. Math. 85, No. 3, 331--335 (2012; Zbl 1261.46038); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 444, No. 2, 131--136 (2012) Full Text: DOI
Kolesnik, Alexander D. Moment analysis of the telegraph random process. (English) Zbl 1272.60064 Bul. Acad. Ştiinţe Repub. Mold., Mat. 2012, No. 1(68), 90-107 (2012). Reviewer: Enzo Orsingher (Roma) MSC: 60K35 60J60 60J65 82C41 82C70 PDFBibTeX XMLCite \textit{A. D. Kolesnik}, Bul. Acad. Științe Repub. Mold., Mat. 2012, No. 1(68), 90--107 (2012; Zbl 1272.60064) Full Text: Link
Léonard, Christian From the Schrödinger problem to the Monge-Kantorovich problem. (English) Zbl 1236.49088 J. Funct. Anal. 262, No. 4, 1879-1920 (2012). MSC: 49Q20 60J60 60E15 60F10 PDFBibTeX XMLCite \textit{C. Léonard}, J. Funct. Anal. 262, No. 4, 1879--1920 (2012; Zbl 1236.49088) Full Text: DOI arXiv
Mikhailov, G. A. Numerically implementable models of exponentially correlated random fields and stochastic problems of particle transport. (English. Russian original) Zbl 1243.60044 Dokl. Math. 84, No. 1, 535-538 (2011); translation from Dokl. Akad. Nauk 439, No. 5, 593-596 (2011). Reviewer: Grigori N. Milstein (Yekaterinburg) MSC: 60G60 60G55 PDFBibTeX XMLCite \textit{G. A. Mikhailov}, Dokl. Math. 84, No. 1, 535--538 (2011; Zbl 1243.60044); translation from Dokl. Akad. Nauk 439, No. 5, 593--596 (2011) Full Text: DOI
Hussein, A.; Selim, M. M. A developed solution of the stochastic Milne problem using probabilistic transformations. (English) Zbl 1197.60071 Appl. Math. Comput. 216, No. 10, 2910-2919 (2010). MSC: 60H35 82C70 60H20 65C30 PDFBibTeX XMLCite \textit{A. Hussein} and \textit{M. M. Selim}, Appl. Math. Comput. 216, No. 10, 2910--2919 (2010; Zbl 1197.60071) Full Text: DOI
Lejay, Antoine; Maire, Sylvain Computing the principal eigenelements of some linear operators using a branching Monte Carlo method. (English) Zbl 1157.65303 J. Comput. Phys. 227, No. 23, 9794-9806 (2008). MSC: 65C05 60F15 82D75 82C80 PDFBibTeX XMLCite \textit{A. Lejay} and \textit{S. Maire}, J. Comput. Phys. 227, No. 23, 9794--9806 (2008; Zbl 1157.65303) Full Text: DOI Link
Dorini, Fábio A.; Cunha, M. Cristina C. Statistical moments of the random linear transport equation. (English) Zbl 1211.65005 J. Comput. Phys. 227, No. 19, 8541-8550 (2008). MSC: 65C30 60H15 60H35 65M06 35R60 65M12 PDFBibTeX XMLCite \textit{F. A. Dorini} and \textit{M. C. C. Cunha}, J. Comput. Phys. 227, No. 19, 8541--8550 (2008; Zbl 1211.65005) Full Text: DOI
Dimov, Ivan T. Monte Carlo methods for applied scientists. (English) Zbl 1140.65008 Hackensack, NJ: World Scientific (ISBN 978-981-02-2329-8/hbk; 978-981-277-989-2/ebook). xv, 291 p. (2008). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 65C05 11K36 11K45 65C10 65C20 65C30 65C40 65C50 65C60 35J25 82D37 65F05 65F15 45G10 82B80 82C80 81S30 82C40 65-02 00A06 60J22 60F05 65R20 PDFBibTeX XMLCite \textit{I. T. Dimov}, Monte Carlo methods for applied scientists. Hackensack, NJ: World Scientific (2008; Zbl 1140.65008) Full Text: DOI
Dorini, Fábio A.; Cunha, M. Cristina C. A finite volume method for the mean of the solution of the random transport equation. (English) Zbl 1118.65002 Appl. Math. Comput. 187, No. 2, 912-921 (2007). Reviewer: Gerald W. Hedstrom (Pleasanton) MSC: 65C30 65M06 60H15 60H35 35R60 PDFBibTeX XMLCite \textit{F. A. Dorini} and \textit{M. C. C. Cunha}, Appl. Math. Comput. 187, No. 2, 912--921 (2007; Zbl 1118.65002) Full Text: DOI
Feyel, Denis A survey of the Monge transport problem. (English) Zbl 1212.60091 Bakry, Dominique (ed.) et al., Current trends in potential theory. Proceedings of the 2nd IMAR workshop on potential theory, Bucharest, Romania, September 9–29, 2002, and the potential theory conference, Bucharest, Romania, September 23–27, 2003. Bucharest: Theta (ISBN 973-85432-6-6). Theta Series in Advanced Mathematics 4, 17-28 (2005). Reviewer: F. M. Mahomed (Wits, Johannesburg) MSC: 60H05 46G12 28C20 PDFBibTeX XMLCite \textit{D. Feyel}, Theta Ser. Adv. Math. 4, 17--28 (2005; Zbl 1212.60091)
Sowers, Richard B. A boundary layer theory for diffusively perturbed transport around a heteroclinic cycle. (English) Zbl 1073.37073 Commun. Pure Appl. Math. 58, No. 1, 30-84 (2005). Reviewer: Michal Fečkan (Bratislava) MSC: 37J40 37C29 35F20 37H99 60H10 PDFBibTeX XMLCite \textit{R. B. Sowers}, Commun. Pure Appl. Math. 58, No. 1, 30--84 (2005; Zbl 1073.37073) Full Text: DOI
Ouerdiane, Habib On the stochastic transport equation of convolution type. (English) Zbl 1085.60044 Albeverio, Sergio (ed.) et al., Recent developments in stochastic analysis and related topics. Proceedings of the first Sino-German conference on stochastic analysis (a satellite conference of ICM 2002), Beijing, China, 29 August – 3 September 2002. River Edge, NJ: World Scientific (ISBN 981-256-104-8/hbk). 384-398 (2004). Reviewer: Sabir R. Umarov (Albuquerque) MSC: 60H15 46F25 35D05 PDFBibTeX XMLCite \textit{H. Ouerdiane}, in: Recent developments in stochastic analysis and related topics. Proceedings of the first Sino-German conference on stochastic analysis (a satellite conference of ICM 2002), Beijing, China, 29 August -- 3 September 2002. River Edge, NJ: World Scientific. 384--398 (2004; Zbl 1085.60044)
Feyel, Denis; Üstünel, Ali Süleyman Monge-Kantorovich measure transportation, Monge-Ampère equation and the Itô calculus. (English) Zbl 1064.60124 Kunita, Hiroshi (ed.) et al., Stochastic analysis and related topics in Kyoto. In honour of Kiyoshi Itô. Lectures given at the conference, Kyoto, Japan, September 4–7, 2002. Tokyo: Mathematical Society of Japan (ISBN 4-931469-26-4/hbk). Advanced Studies in Pure Mathematics 41, 49-74 (2004). Reviewer: Jacques Franchi (Strasbourg) MSC: 60H07 35R60 46N30 60H05 28C20 46G12 49K27 PDFBibTeX XMLCite \textit{D. Feyel} and \textit{A. S. Üstünel}, Adv. Stud. Pure Math. 41, 49--74 (2004; Zbl 1064.60124)
Feyel, D.; Üstünel, A. S. Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space. (English) Zbl 1055.60052 Probab. Theory Relat. Fields 128, No. 3, 347-385 (2004). Reviewer: Frank Oertel (Edinburgh) MSC: 60H07 28C20 46G12 49Q20 60G35 PDFBibTeX XMLCite \textit{D. Feyel} and \textit{A. S. Üstünel}, Probab. Theory Relat. Fields 128, No. 3, 347--385 (2004; Zbl 1055.60052) Full Text: DOI
Verwoerd, W. S.; Kulasiri, D. Theory of diffusions applied to stochastic flow in porous media. (English) Zbl 1100.76575 Math. Comput. Modelling 38, No. 11-12, 1453-1459 (2003). MSC: 76S05 60J60 76M35 PDFBibTeX XMLCite \textit{W. S. Verwoerd} and \textit{D. Kulasiri}, Math. Comput. Modelling 38, No. 11--12, 1453--1459 (2003; Zbl 1100.76575) Full Text: DOI
Chipot, Michel; Kinderlehrer, David; Kowalczyk, Michal A variational principle for molecular motors. (English) Zbl 1032.92005 Meccanica 38, No. 5, 505-518 (2003). MSC: 92C05 92C37 60J70 PDFBibTeX XMLCite \textit{M. Chipot} et al., Meccanica 38, No. 5, 505--518 (2003; Zbl 1032.92005) Full Text: DOI
Zadorozhnij, V. G. Moment functions for solving the Cauchy problem for the transport equation with diffusion and random coefficients. (English. Russian original) Zbl 1048.35143 Dokl. Math. 63, No. 2, 224-226 (2001); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 377, No. 5, 588-590 (2001). MSC: 35R60 35K15 60J60 PDFBibTeX XMLCite \textit{V. G. Zadorozhnij}, Dokl. Math. 63, No. 2, 224--226 (2001; Zbl 1048.35143); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 377, No. 5, 588--590 (2001)
Klyatskin, V. I. Stochastic equations with the eyes of a physicist. (Stokhasticheskie uravneniya glazami fizika. Osnovnye polozheniya, tochnye rezul’taty i asimptoticheskie priblizheniya.) (Russian) Zbl 1003.60001 Moskva: Fizmatlit. 527 p. (2001). Reviewer: Ilya Pavlyukevitch (Berlin) MSC: 60-01 60H10 60H15 60H20 60J70 60K37 60K40 86A05 76B65 PDFBibTeX XMLCite \textit{V. I. Klyatskin}, Stokhasticheskie uravneniya glazami fizika. Osnovnye polozheniya, tochnye rezul'taty i asimptoticheskie priblizheniya (Russian). Moskva: Fizmatlit (2001; Zbl 1003.60001)
Kuttler, Christina Freie Randwertprobleme für eindimensionale Transportgleichungen. (Free boundary value problems for one-dimensional transport equations). (German) Zbl 0959.35170 Tübingen: Univ. Tübingen, Mathematische Fakultät, ii, 87 S. (2000). MSC: 35R35 80A22 60J65 PDFBibTeX XMLCite \textit{C. Kuttler}, Freie Randwertprobleme für eindimensionale Transportgleichungen. (Free boundary value problems for one-dimensional transport equations). Tübingen: Univ. Tübingen, Mathematische Fakultät (2000; Zbl 0959.35170)
Baumann, G.; Südland, N.; Nonnenmacher, T. F. Anomalous relaxation and diffusion processes in complex systems. (English) Zbl 0972.82080 Transp. Theory Stat. Phys. 29, No. 1-2, 157-171 (2000). MSC: 82C70 45K05 60K20 26A33 PDFBibTeX XMLCite \textit{G. Baumann} et al., Transp. Theory Stat. Phys. 29, No. 1--2, 157--171 (2000; Zbl 0972.82080) Full Text: DOI
Brooks, Elizabeth A. Probabilistic methods for a linear reaction-hyperbolic system with constant coefficients. (English) Zbl 0959.60048 Ann. Appl. Probab. 9, No. 3, 719-731 (1999). Reviewer: Constantin Vârsan (Bucureşti) MSC: 60H15 35L99 60F05 60G99 65C30 92C20 PDFBibTeX XMLCite \textit{E. A. Brooks}, Ann. Appl. Probab. 9, No. 3, 719--731 (1999; Zbl 0959.60048) Full Text: DOI
Nakonechnyi, A. G.; Levoshich, O. L.; Kordas, V. A. Source intensity control in transport and diffusion problems. (English. Russian original) Zbl 0954.93030 Cybern. Syst. Anal. 33, No. 4, 593-596 (1997); translation from Kibern. Sist. Anal. 1997, No. 4, 167-171 (1997). Reviewer: T.Tadumadze (Tbilisi) MSC: 93E10 92B99 60H15 93C20 PDFBibTeX XMLCite \textit{A. G. Nakonechnyi} et al., Cybern. Syst. Anal. 33, No. 4, 593--596 (1997; Zbl 0954.93030); translation from Kibern. Sist. Anal. 1997, No. 4, 167--171 (1997) Full Text: DOI
Pomraning, G. C.; Prinja, Anil K. On the propagation of a charged particle beam in a random medium. II: Discrete binary statistics. (English) Zbl 0877.60090 Transp. Theory Stat. Phys. 24, No. 4-5, 565-590 (1995). MSC: 60K40 82C21 PDFBibTeX XMLCite \textit{G. C. Pomraning} and \textit{A. K. Prinja}, Transp. Theory Stat. Phys. 24, No. 4--5, 565--590 (1995; Zbl 0877.60090) Full Text: DOI
Grünbaum, F. Alberto An inverse problem in transport theory: Diffuse tomography. (English) Zbl 0789.60063 Corones, James P. (ed.) et al., Invariant imbedding and inverse problems. Proceedings of the symposium, held in Albuquerque, New Mexico, USA, April 19-21, 1990. Philadelphia, PA: SIAM. Proc. Appl. Math. 209-215 (1992). MSC: 60J70 76P05 35R30 PDFBibTeX XMLCite \textit{F. A. Grünbaum}, Proc. Appl. Math. 209--215, 209--215 (1992; Zbl 0789.60063)
Cercignani, C.; Sgarra, C. Half-range completeness for the Fokker-Planck equation with an external force. (English) Zbl 0925.60060 J. Stat. Phys. 66, No. 5-6, 1575-1582 (1992). MSC: 60H10 82C31 PDFBibTeX XMLCite \textit{C. Cercignani} and \textit{C. Sgarra}, J. Stat. Phys. 66, No. 5--6, 1575--1582 (1992; Zbl 0925.60060) Full Text: DOI
Unny, T. E. Stochastic partial differential equations in groundwater hydrology. I: Theory. (English) Zbl 0687.76093 Stochastic Hydrology Hydraul. 3, No. 2, 135-153 (1989). MSC: 76S05 60H15 60G35 PDFBibTeX XMLCite \textit{T. E. Unny}, Stochastic Hydrology Hydraul. 3, No. 2, 135--153 (1989; Zbl 0687.76093) Full Text: DOI
Levermore, C. D.; Pomraning, G. C.; Sanzo, D. L.; Wong, J. Linear transport theory in a random medium. (English) Zbl 0604.60084 J. Math. Phys. 27, 2526-2536 (1986). MSC: 60J70 PDFBibTeX XMLCite \textit{C. D. Levermore} et al., J. Math. Phys. 27, 2526--2536 (1986; Zbl 0604.60084) Full Text: DOI
Marshall, T. W.; Watson, E. J. A drop of ink falls from my pen…It comes to earth, I know not when. (English) Zbl 0592.60073 J. Phys. A 18, 3531-3559 (1985). MSC: 60J70 60J65 60J60 PDFBibTeX XMLCite \textit{T. W. Marshall} and \textit{E. J. Watson}, J. Phys. A, Math. Gen. 18, 3531--3559 (1985; Zbl 0592.60073) Full Text: DOI
Givens, Clark R.; Shortt, Rae Michael A class of Wasserstein metrics for probability distributions. (English) Zbl 0582.60002 Mich. Math. J. 31, 231-240 (1984). Reviewer: S.T.Rachev MSC: 60A10 60E05 PDFBibTeX XMLCite \textit{C. R. Givens} and \textit{R. M. Shortt}, Mich. Math. J. 31, 231--240 (1984; Zbl 0582.60002) Full Text: DOI Backlinks: MO
Montroll, Elliott W.; Shlesinger, Michael F. On the wedding of certain dynamical processes in disordered complex materials to the theory of stable (Levy) distribution functions. (English) Zbl 0526.60095 The mathematics and physics of disordered media, Proc. Workshop, Minneapolis/Minn. 1983, Lect. Notes Math. 1035, 109-137 (1983). MSC: 60K35 60E07 60G99 82C70 PDFBibTeX XML
Williams, M. M. R. Transport theory in anisotropic media. (English) Zbl 0395.76069 Math. Proc. Camb. Philos. Soc. 84, 549-567 (1978). MSC: 76R99 82C70 60J60 45-XX 42A38 PDFBibTeX XMLCite \textit{M. M. R. Williams}, Math. Proc. Camb. Philos. Soc. 84, 549--567 (1978; Zbl 0395.76069) Full Text: DOI