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Regularity of the Schrödinger cost.

Abstract : The Schrödinger problem is an entropy minimisation problem on the space of probability measures. Its optimal value is a cost between two probability measures. In this article we investigate some regularity properties of this cost: continuity with respect to the marginals and time derivative of the cost along probability measures valued curves.
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https://hal.archives-ouvertes.fr/hal-03196058
Contributor : gauthier clerc Connect in order to contact the contributor
Submitted on : Monday, January 3, 2022 - 12:25:50 PM
Last modification on : Saturday, September 24, 2022 - 3:36:05 PM

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  • HAL Id : hal-03196058, version 2
  • ARXIV : 2104.06009

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Gauthier Clerc. Regularity of the Schrödinger cost.. 2022. ⟨hal-03196058v2⟩

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