Ornstein-Uhlenbeck Is Hard to Beat, Yet Superlinear Drift Ships Lower Transport Costs
Bre\v{s}ar and Mijatovi\'c \cite{bresar2025} show that Ornstein--Uhlenbeck diffusion is hard to beat in forward convergence under assumptions that exclude superlinear drift.
By Attila Lovas, L\'or\'ant NagyarXiv - stat.ML
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Originally published by arXiv - stat.ML on Sep 30, 2026.
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