Optimal Couplings on Wiener Space and An Extension of Talagrand’s Transport Inequality
Hans Föllmer
Topics & Concepts
MathematicsProbability measureClassical Wiener spaceQuadratic equationMeasure (data warehouse)Kullback–Leibler divergenceCombinatoricsNorm (philosophy)Mathematical physicsMathematical analysisWiener processGeometryStatisticsComputer sciencePolitical scienceDatabaseLawMathematical Analysis and Transform MethodsNumerical methods in inverse problemsAdvanced Mathematical Modeling in Engineering