IDEAS home Printed from https://ideas.repec.org/p/arx/papers/2511.21287.html
   My bibliography  Save this paper

Dynamic characterization of barycentric optimal transport problems and their martingale relaxation

Author

Listed:
  • Ivan Guo
  • Severin Nilsson
  • Johannes Wiesel

Abstract

We extend the Benamou-Brenier formula from classical optimal transport to weak optimal transport and show that the barycentric optimal transport problem studied by Gozlan and Juillet has a dynamic analogue. We also investigate a martingale relaxation of this problem, and relate it to the martingale Benamou-Brenier formula of Backhoff-Veraguas, Beiglb\"ock, Huesmann and K\"allblad.

Suggested Citation

  • Ivan Guo & Severin Nilsson & Johannes Wiesel, 2025. "Dynamic characterization of barycentric optimal transport problems and their martingale relaxation," Papers 2511.21287, arXiv.org.
    • Handle: RePEc:arx:papers:2511.21287
    as

    Download full text from publisher

    File URL: http://arxiv.org/pdf/2511.21287
    File Function: Latest version
    Download Restriction: no
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:2511.21287. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.