Pith. sign in

REVIEW 4 cited by

The Wasserstein space of stochastic processes

Not yet reviewed by Pith; the record is open.

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 2104.14245 v2 pith:BSLDR32V submitted 2021-04-29 math.PR

classification math.PR
keywords processesspacestochasticwassersteinclassicaldistanceprobabilisticadapted
verification ladder T0 review T1 audit T2 compute T3 formal
0 comments
read the original abstract

Wasserstein distance induces a natural Riemannian structure for the probabilities on the Euclidean space. This insight of classical transport theory is fundamental for tremendous applications in various fields of pure and applied mathematics. We believe that an appropriate probabilistic variant, the adapted Wasserstein distance AW, can play a similar role for the class FP of filtered processes, i.e. stochastic processes together with a filtration. In contrast to other topologies for stochastic processes, probabilistic operations such as the Doob-decomposition, optimal stopping and stochastic control are continuous w.r.t. AW. We also show that (FP,AW) is a geodesic space, isometric to a classical Wasserstein space, and that martingales form a closed geodesically convex subspace.

Discussion (0). Continue with ORCID to comment.

Forward citations

Cited by 4 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. The Fundamental Theorem of Weak Optimal Transport

    math.PR 2025-01 conditional novelty 8.0 of 10

    Weak optimal transport has a fundamental theorem: strong duality, primal and dual attainment, and complementary slackness, with applications to martingale and entropic transport.

  2. Adapted Law Invariance and Time-Consistent Dynamic Risk Measures

    q-fin.RM 2026-07 accept novelty 7.0 of 10

    For Fatou-regular time-consistent dynamic risk measures, adapted law invariance is equivalent to recursive one-step conditional-law lifts of static law-invariant risk measures.

  3. The Wasserstein Space of Stochastic Processes in Continuous Time

    math.PR 2025-01 conditional novelty 7.0 of 10

    In continuous time, the Aldous, Hoover-Keisler, Hellwig, and optimal-stopping topologies on naturally filtered processes coincide and are metrized by an adapted Wasserstein distance, whose completion is the space of g...

  4. Pinsker's inequality for adapted total variation

    math.PR 2025-06 accept novelty 6.0 of 10

    Adapted total variation between laws of n-step processes satisfies ATV(μ,ν) ≤ sqrt(n) sqrt(2H(μ|ν)), and the constant sqrt(n) is tight.

Pith tools