A Benamou–Brenier formula for transport distances between stationary random measures

Martin Huesmann and Bastian Müller

Stochastic Processes and their Applications, 2025, vol. 185, issue C

Abstract: We derive a Benamou–Brenier type dynamical formulation for the Kantorovich–Wasserstein extended metric Wp between stationary random measures recently introduced in Erbar et al., (2024). A key step is a reformulation of the extended metric Wp using Palm probabilities.

Keywords: Stationary random measure; Dynamical optimal transport; Benamou-Brenier formulation; Specific transport distance; Palm measures; Continuity equation (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spa.2025.104633

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