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Julio Backhoff Veraguas
Julio Backhoff Veraguas
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Extended mean field control problems: stochastic maximum principle and transport perspective
B Acciaio, J Backhoff-Veraguas, R Carmona
SIAM journal on Control and Optimization 57 (6), 3666-3693, 2019
892019
Adapted wasserstein distances and stability in mathematical finance
J Backhoff-Veraguas, D Bartl, M Beiglböck, M Eder
Forthcoming at Finance and Stochastics (arXiv:1901.07450), 2019
872019
Existence, duality, and cyclical monotonicity for weak transport costs
J Backhoff-Veraguas, M Beiglböck, G Pammer
Calculus of Variations and Partial Differential Equations 58 (6), 203, 2019
822019
Causal transport in discrete time and applications
J Backhoff, M Beiglbock, Y Lin, A Zalashko
SIAM Journal on Optimization 27 (4), 2528-2562, 2017
752017
All adapted topologies are equal
J Backhoff-Veraguas, D Bartl, M Beiglböck, M Eder
Probability Theory and Related Fields 178, 1125-1172, 2020
682020
Martingale Benamou--Brenier: a probabilistic perspective
J Backhoff-Veraguas, M Beiglböck, M Huesmann, S Källblad
Forthcoming at Annals of Probability (arXiv:1708.04869), 2017
64*2017
Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization
B Acciaio, J Backhoff-Veraguas, A Zalashko
Stochastic Processes and their Applications 130 (5), 2918-2953, 2020
582020
Stability of martingale optimal transport and weak optimal transport
J Backhoff-Veraguas, G Pammer
The Annals of Applied Probability 32 (1), 721-752, 2022
53*2022
Estimating processes in adapted Wasserstein distance
J Backhoff, D Bartl, M Beiglböck, J Wiesel
The Annals of Applied Probability 32 (1), 529-550, 2022
482022
The mean field Schr\" odinger problem: ergodic behavior, entropy estimates and functional inequalities
J Backhoff-Veraguas, G Conforti, I Gentil, C Léonard
Forthcoming at Probability Theory and Related Fields (arXiv:1905.02393), 2019
48*2019
Applications of weak transport theory
J Backhoff-Veraguas, G Pammer
Bernoulli 28 (1), 370-394, 2022
312022
Fundamental properties of process distances
J Backhoff Veraguas, M Beiglböck, M Eder, A Pichler
Stochastic Processes and their Applications (arXiv:1701.03955), 2017
30*2017
Bayesian learning with Wasserstein barycenters
J Backhoff-Veraguas, J Fontbona, G Rios, F Tobar
ESAIM: Probability and Statistics 26, 436-472, 2022
262022
Cournot--Nash Equilibrium and Optimal Transport in a Dynamic Setting
B Acciaio, JB Veraguas, J Jia
SIAM Journal on Control and Optimization 59 (3), 2273-2300, 2021
212021
Weak monotone rearrangement on the line
J Backhoff-Veraguas, M Beiglböck, G Pammer
182020
Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control
J Backhoff-Veraguas, D Lacker, L Tangpi
162020
Sensitivity results in stochastic optimal control: A Lagrangian perspective
J Backhoff, FJ Silva
ESAIM: Control Optimization and Calculus of Variations 23 (1), 39-70, 2017
16*2017
Stochastic Gradient Descent for Barycenters in Wasserstein Space
J Backhoff-Veraguas, J Fontbona, G Rios, F Tobar
arXiv preprint arXiv:2201.04232, 2022
142022
Conditional analysis and a principal-agent problem
J Backhoff, U Horst
SIAM Journal on Financial Mathematics 7 (1), 477-507, 2016
132016
Robust utility maximization without model compactness
JD Backhoff Veraguas, J Fontbona
SIAM Journal on Financial Mathematics 7 (1), 70-103, 2016
122016
El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.
Artículos 1–20