Stochastic Mass Transports
Videos from BIRS Workshop
André Schlichting, Universität Münster
Monday Mar 21, 2022 09:02 - 10:09
& Matthias Erbar: Covariance-modulated optimal transport and gradient flows
Jonas Jalowy, Universität Münster
Monday Mar 21, 2022 10:31 - 11:05
The Wasserstein distance between complex eigenvalues and the Circular Law
Gudmund Pammer, ETH Zurich
Monday Mar 21, 2022 11:05 - 12:01
The Wasserstein space of stochastic processes & computational aspects.
Robert McCann, University of Toronto
Monday Mar 21, 2022 13:41 - 14:41
On the Monopolist's Problem Facing Consumers with Nonlinear Price Preferences
Tongseok Lim, Purdue University
Monday Mar 21, 2022 14:43 - 15:23
Generalized Shapley axioms and value allocation in cooperative games via Hodge theory on graphs
Aurelien Alfonsi, Ecole des Ponts
Tuesday Mar 22, 2022 08:33 - 09:08
Approximation of Optimal Transport problems with marginal moments constraints
Soumik Pal, University of Washington Seattle
Tuesday Mar 22, 2022 09:12 - 10:07
Gradient flows on graphons
Guillaume Carlier, Université Paris Dauphine
Tuesday Mar 22, 2022 10:31 - 11:04
Convex geometry of finite exchangeable laws and de Finetti style representation with universal correlated corrections
Dan Mikulincer, University of Washington
Tuesday Mar 22, 2022 11:06 - 12:05
The Brownian transport map
Yair Shenfeld, MIT
Tuesday Mar 22, 2022 13:32 - 14:20
Transportation along Langevin dynamics
Young-Heon Kim, University of British Columbia
Tuesday Mar 22, 2022 14:30 - 15:10
The Stefan problem and free targets of optimal Brownian martingale transport
Walter Schachermayer, University of Vienna
Wednesday Mar 23, 2022 09:04 - 10:09
Martingale Transport, De March - Touzi Pavings, and Stretched Brownian Motion.
Cuchiero Christa, University of Vienna
Wednesday Mar 23, 2022 10:34 - 11:11
Measure-valued processes for energy markets
Nicolas Juillet, Université de Haute Alsace
Wednesday Mar 23, 2022 11:13 - 12:18
A martingale exactly fitting an infinite family of given marginals
Alexander Cox, University of Bath
Wednesday Mar 23, 2022 13:32 - 14:30
Controlled measure-valued martingales: a viscosity solution approach
Sigrid Källblad, KTH Royal Institute of Technology
Wednesday Mar 23, 2022 14:31 - 14:59
Measure-valued martingales: analysis and applications
Dario Trevisan, Università degli Studi di Pisa
Thursday Mar 24, 2022 08:32 - 09:08
Quantitative Gaussian Approximation of Randomly Initialized Deep Neural Networks
Michael Goldman, Ecole Polytechnique
Thursday Mar 24, 2022 09:08 - 10:18
On recent progress on the optimal matching problem
Francesco Mattesini, University of Münster and MPI Leipzig
Thursday Mar 24, 2022 10:32 - 11:07
There is no invariant cyclically monotone Poisson matching in 2d
Daniel Lacker, Columbia University
Thursday Mar 24, 2022 11:08 - 12:09
New results on quantitative propagation of chaos for mean field diffusions
Ivan Guo, Monash University
Thursday Mar 24, 2022 13:32 - 14:36
Robust hedging of American options in continuous time
Johannes Wiesel, Columbia
Thursday Mar 24, 2022 14:39 - 15:15
Measuring association with Wasserstein distances
Pietro Siorpaes, Imperial College London
Friday Mar 25, 2022 08:34 - 09:07
How to discretize some optimal transport problems with linear constraints
Marcel Nutz, Columbia
Friday Mar 25, 2022 09:07 - 10:00
Stability of Entropic Optimal Transport and Convergence of Sinkhorn’s Algorithm
Giovanni Conforti, University of Padova
Friday Mar 25, 2022 10:30 - 11:01
Schrödinger problem: short-time limits and stability.
Benjamin Jourdain, Ecole Nationale des Ponts et Chaussées
Friday Mar 25, 2022 11:01 - 11:35
Approximation of martingale couplings on the real line in the adapted weak topology (joint work with M. Beiglböck, W. Margheriti and G. Pammer)
Krzysztof Ciosmak, University of Oxford
Friday Mar 25, 2022 11:45 - 12:23
Towards multi-dimensional localisation
