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arXiv · 2104.06009

Regularity of the Schr{\"o}dinger cost

Gauthier Clerc
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Abstract

The Schr{\"o}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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Gauthier Clerc. 2021-04-13. Regularity of the Schr{\"o}dinger cost. https://arxiv.org/abs/2104.06009

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