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Exponential Convergence of the Lifted Gradient Flow of the Bass Functional

Oct 29, 2026 Source ↗

Key Insights

We establish multidimensional exponential convergence of the lifted Bass gradient flow in martingale optimal transport.
Let $μ\le_{cx}ν$ be an irreducible pair, with compact convex target support, sou.

Cite this synthesis DOI: 10.48550/arXiv.2610.40404 ↗

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@misc{ acaciamarkets-research-exponential-convergence-of-the-lifted-gradient-flow-of-the-b,
  title = { Exponential Convergence of the Lifted Gradient Flow of the Bass Functional },
  author = { Leszek },
  year = { 2026 },
  doi = { 10.48550/arXiv.2610.40404 },
  url = { http://arxiv.org/abs/2610.40404v1 },
  note = {Summarized and classified by AcaciaFund}
}

TY  - GEN
TI  - Exponential Convergence of the Lifted Gradient Flow of the Bass Functional
AU  - Leszek
PY  - 2026
DO  - 10.48550/arXiv.2610.40404
UR  - http://arxiv.org/abs/2610.40404v1
ER  -

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Overview

We establish multidimensional exponential convergence of the lifted Bass gradient flow in martingale optimal transport. Let $μ\le_{cx}ν$ be an irreducible pair, with compact convex target support, sou

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market-microstructure

Market Microstructure

SQI 0.750