Author

Kirill Sokolov

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Preprint Sep 2026

Markovization of Randomized Stopping Times

We study randomized stopping times for a Markov process, described by a progressively measurable intensity $\alpha_t(\omega)$. We prove that every admissible intensity has a Markovian representative $\lambda(t,X_t)$, explicitly obtained from the observed measure and the surviving occupation measure. This representative...

Kirill Sokolov · 0 citations

#artificial intelligence Preprint Sep 2026

Simultaneous Neural Optimal Transport

This paper proposes a neural method for solving the simultaneous OT problem by learning a shared transport map that minimizes the average transport cost while aligning each source distribution with a prescribed target, and derives a max-min formulation for learning this map.

Milena Gazdieva, Kirill Sokolov, Jia-Wei Chen et al. · 0 citations