A theorem showing the dual optimizer in Stretched Brownian Motion is finite almost surely under the target law and optimizing sequences converge in measure on the boundary.
o ck, Martin Huesmann, and Sigrid K \
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Stretched Brownian Motion: convergence of dual optimising sequences
A theorem showing the dual optimizer in Stretched Brownian Motion is finite almost surely under the target law and optimizing sequences converge in measure on the boundary.