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For two measures that are in convex-decreasing order, Nutz and Stebegg (Canonical supermartingale couplings, Ann. Probab. 46(6) 3351–3398, 2018) studied the optimal transport problem with supermartingale constraints and introduced two canonical couplings, namely the increasing and decreasing transport plans, that are optimal for a large class of cost functions. In the present paper we provide an explicit construction of the decreasing coupling by establishing a Brenier-type result: (a generalised version of) this coupling concentrates on the graphs of two functions. Our construction is based on the concept of the supermartingale shadow measure and requires a suitable extension of the results by Juillet (Stability of the shadow projection and the left-curtain coupling, Ann. Inst. H. Poincaré Probab. Statist. 52(4) 1823–1843, November 2016) and Beiglböck and Juillet (Shadow couplings, Trans. Amer. Math. Soc. 374 4973–5002, 2021) established in the martingale setting. In particular, we prove the stability of the supermartingale shadow measure with respect to initial and target measures introduce an infinite family of lifted supermartingale couplings that arise via shadow measure, and show how to explicitly determine the martingale points of each such coupling.
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This content will become publicly available on April 1, 2026
Tight Stability Bounds for Entropic Brenier Maps
Abstract Entropic Brenier maps are regularized analogues of Brenier maps (optimal transport maps) which converge to Brenier maps as the regularization parameter shrinks. In this work, we prove quantitative stability bounds between entropic Brenier maps under variations of the target measure. In particular, when all measures have bounded support, we establish the optimal Lipschitz constant for the mapping from probability measures to entropic Brenier maps. This provides an exponential improvement to a result of Carlier, Chizat, and Laborde (2024). As an application, we prove near-optimal bounds for the stability of semi-discrete unregularized Brenier maps for a family of discrete target measures.
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- Award ID(s):
- 2210583
- PAR ID:
- 10644998
- Publisher / Repository:
- Oxford UP
- Date Published:
- Journal Name:
- International Mathematics Research Notices
- Volume:
- 2025
- Issue:
- 7
- ISSN:
- 1073-7928
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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