PUBLICATIONS

  •  J. Backhoff-Veraguas, M. Beiglböck: The most exciting game. Electron. Commun. Probab. 29 (2024), article no. 6, 1–12, doi:10.1214/24-ECP574
  • J. Backhoff-Veraguas, J. Fontbona, G. Rios, and F. Tobar: Stochastic gradient descent for barycenters in Wasserstein space. J. Appl. Probab (2024), 1-29, doi:10.1017/jpr.2024.39

 

PREPRINTS

  • J. Backhoff-Veraguas, X. Zhang: Specific Wasserstein divergence between continuous martingales. Preprint, arXiv:2404.19672
  • J. Backhoff-Veraguas, G. Loeper, J. Obloj: Geometric Martingale Benamou-Brenier transport and geometric Bass martingales. To appear in Proceedings of AMS, Preprint, arXiv:2406.04016
  • J. Backhoff-Veraguas, Z. Wang, X. Zhang: Exciting games and Monge-Ampère equations. Preprint, arXiv:2412.01995
  • J. Backhoff-Veraguas, E.K. Bellotto:Multidimensional specific relative entropy between continuous martingales. Preprint, arXiv:2411.11408