Results
Publications
- J. Backhoff-Veraguas, S. Källblad, B. Robinson: Adapted Wasserstein distance between the laws of SDEs, Stochastic Processes and their Applications 189 (2025), 104689, doi:10.1016/j.spa.2025.104689
- J. Backhoff-Veraguas, G. Loeper, J. Obloj: Geometric martingale Benamou-Brenier transport and geometric Bass martingales, Proceedings of the American Mathematical Society 153 (2025), article no. 11, 4945-4960, doi:10.1090/proc/17252
- 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
- J. Backhoff-Veraguas, C. Unterberger: On the specific relative entropy between martingale diffusions on the line, Electron. Commun. Probab. 28 (2023), article no. 37, 1–12, doi.org/10.1214/23-ECP548
- B. Acciaio, J. Backhoff-Veraguas, G. Pammer: Quantitative Fundamental Theorem of Asset Pricing, Published online, doi/10.1111/mafi.12457.
- J. Backhoff-Veraguas, W. Schachermayer, B.Tschiderer: The Bass functional of martingale transport, Annals of Applied Probability 35 (2025), article no. 6, 4282-4301, doi:10.1214/25-AAP2221.
- L. Riess, J. Backhoff, M. Beiglböck, J. Temme, A. Wolf: The Geometry of Financial Institutions - Wasserstein Clustering of Financial Data, Math. Finan. Econ. (2025), Vol. 19, 877–-900, doi:10.1007/s11579-025-00394-2
Preprints
- J. Backhoff-Veraguas, X. Zhang: Reciprocal Specific Relative Entropy between Continuous Martingales, arXiv:2602.14776
- J. Backhoff-Veraguas M. Beiglböck, G. Bifronte, A. Ley: Bridging classical and martingale Schrödinger bridges, arXiv:2604.01299
- J. Backhoff-Veraguas, M. Beiglböck, W. Schachermayer, B. Tschiderer: Existence of Bass martingales and the martingale Benamou Brenier problem in Rd, To appear in Annals of Probability. doi:10.48550/arXiv.2306.11019
- J. Backhoff-Veraguas, G. Pammer, W. Schachermayer: The L2 gradient flow of the Bass functional in martingale optimal transport, To appear in Mathematics and Financial Economics, doi:10.1007/s11579-025-00395-1
- J. Backhoff-Veraguas, X. Zhang: Specific Wasserstein divergence between continuous martingales, To appear in Mathematics of Operational Research. doi:arXiv:2404.19672
- 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