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arXiv 2104.06009math.AP

Regularity of the Schr{ö}dinger cost

Gauthier Clerc

英文摘要:

The Schr{ö}dinger 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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