[{"publication_status":"epub_ahead","year":"2026","user_id":"2DF688A6-F248-11E8-B48F-1D18A9856A87","das_tickbox":"1","author":[{"last_name":"Beiglböck","full_name":"Beiglböck, Mathias","first_name":"Mathias"},{"first_name":"Susanne","full_name":"Pflügl, Susanne","last_name":"Pflügl","id":"8da18bd3-8437-11f1-a311-c814b8b76424"},{"first_name":"Stefan","full_name":"Schrott, Stefan","last_name":"Schrott"}],"day":"10","date_published":"2026-07-10T00:00:00Z","tmp":{"image":"/images/cc_by.png","name":"Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)","short":"CC BY (4.0)","legal_code_url":"https://creativecommons.org/licenses/by/4.0/legalcode"},"PlanS_conform":"1","article_processing_charge":"Yes (in subscription journal)","arxiv":1,"license":"https://creativecommons.org/licenses/by/4.0/","quality_controlled":"1","doi":"10.1016/j.spa.2026.105032","department":[{"_id":"JaMa"}],"title":"A probabilistic view on the adapted Wasserstein distance","date_updated":"2026-07-20T12:46:53Z","oa":1,"oa_version":"Published Version","intvolume":"       201","ddc":["500"],"citation":{"ama":"Beiglböck M, Pflügl S, Schrott S. A probabilistic view on the adapted Wasserstein distance. <i>Stochastic Processes and their Applications</i>. 2026;201. doi:<a href=\"https://doi.org/10.1016/j.spa.2026.105032\">10.1016/j.spa.2026.105032</a>","ieee":"M. Beiglböck, S. Pflügl, and S. Schrott, “A probabilistic view on the adapted Wasserstein distance,” <i>Stochastic Processes and their Applications</i>, vol. 201. Elsevier, 2026.","chicago":"Beiglböck, Mathias, Susanne Pflügl, and Stefan Schrott. “A Probabilistic View on the Adapted Wasserstein Distance.” <i>Stochastic Processes and Their Applications</i>. Elsevier, 2026. <a href=\"https://doi.org/10.1016/j.spa.2026.105032\">https://doi.org/10.1016/j.spa.2026.105032</a>.","apa":"Beiglböck, M., Pflügl, S., &#38; Schrott, S. (2026). A probabilistic view on the adapted Wasserstein distance. <i>Stochastic Processes and Their Applications</i>. Elsevier. <a href=\"https://doi.org/10.1016/j.spa.2026.105032\">https://doi.org/10.1016/j.spa.2026.105032</a>","ista":"Beiglböck M, Pflügl S, Schrott S. 2026. A probabilistic view on the adapted Wasserstein distance. Stochastic Processes and their Applications. 201, 105032.","short":"M. Beiglböck, S. Pflügl, S. Schrott, Stochastic Processes and Their Applications 201 (2026).","mla":"Beiglböck, Mathias, et al. “A Probabilistic View on the Adapted Wasserstein Distance.” <i>Stochastic Processes and Their Applications</i>, vol. 201, 105032, Elsevier, 2026, doi:<a href=\"https://doi.org/10.1016/j.spa.2026.105032\">10.1016/j.spa.2026.105032</a>."},"date_created":"2026-07-19T22:01:45Z","publisher":"Elsevier","OA_type":"hybrid","publication":"Stochastic Processes and their Applications","article_type":"original","main_file_link":[{"url":"https://doi.org/10.1016/j.spa.2026.105032","open_access":"1"}],"publication_identifier":{"issn":["0304-4149"]},"volume":201,"abstract":[{"lang":"eng","text":"Causal optimal transport and adapted Wasserstein distance have applications in different fields from optimization to mathematical finance and machine learning. The goal of this article is to provide equivalent formulations of these concepts in classic probabilistic language. In particular, we prove a Skorokhod representation theorem for adapted weak convergence, reformulate the equivalence of stochastic processes using Markovian lifts, and give an expression for the adapted Wasserstein distance based on representing processes on a common stochastic basis."}],"has_accepted_license":"1","_id":"22361","OA_place":"publisher","type":"journal_article","language":[{"iso":"eng"}],"external_id":{"arxiv":["2406.19810"]},"article_number":"105032","month":"07","status":"public","acknowledgement":"This research was funded in whole or in part by the Austrian Science Fund (FWF) [doi: 10.55776/P34743, 10.55776/Y782, 10.55776/P35197 and 10.55776/J4981]. For open access purposes, the author has applied a CC BY public copyright license to any author accepted manuscript version arising from this submission.","scopus_import":"1"}]
