Year: 2022
Type: preprint
Abstract: We introduce a new variant of the weak optimal transport problem where mass is distributed from one space to the other through unnormalized kernels. We give sufficient conditions for primal attainment and prove a dual formula for this transport problem. We also obtain dual attainment conditions for some specific cost functions. As a byproduct we obtain a transport characterization of the stochastic order defined by convex positively 1-homogenous functions, in the spirit of Strassen theorem for convex domination.
Source: arXiv (Cornell University)
Language: English
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4225978477
