Estimating processes in adapted Wasserstein distance
Estimating processes in adapted Wasserstein distance
A number of researchers have independently introduced topologies on the set of laws of stochastic processes that extend the usual weak topology. Depending on the respective scientific background this was motivated by applications and connections to various areas (e.g., Plug–Pichler—stochastic programming, Hellwig—game theory, Aldous—stability of optimal stopping, Hoover–Keisler—model theory). Remarkably, …