Martingale Schrödinger bridges extend to any dimension, minimize weighted quadratic energy from Brownian motion in continuous time, and coincide with Föllmer martingales in irreducible cases.
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2026 2verdicts
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Derives a projected McKean-Vlasov SDE whose flow converges to the minimizer of entropic weak optimal transport in adapted Wasserstein space.
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Bridging classical and martingale Schr\"odinger bridges
Martingale Schrödinger bridges extend to any dimension, minimize weighted quadratic energy from Brownian motion in continuous time, and coincide with Föllmer martingales in irreducible cases.
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Projected McKean--Vlasov Dynamics for Entropic Weak Optimal Transport
Derives a projected McKean-Vlasov SDE whose flow converges to the minimizer of entropic weak optimal transport in adapted Wasserstein space.