A Proofs

Let Cost(π) be the value of weak OT functional for a plan π, i.e., Cost( π) We are going to use our Theorem 3.1. As a result, every plan is optimal.Proof of Proposition 3.3. According to our Theorem 3.2, one only has to ensure that Anyway, this is indifferent for us. It remains to upper bound the first term in (23). Formula (12) for the optimal drift follows from [38, Proposition 4.1] From our Proposition 3.3 it follows that For other ϵ > 0, the analogous equivalence holds true.