Optimal transport, localisation and martingales

  • Krzysztof Ciosmak (University of Oxford)
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In the first part of the talk I shall discuss an approach to the localisation technique, for spaces satisfying the curvature-dimension condition, by means of L1-optimal transport. I shall present work on a generalisation of the technique to multiple constraints setting.

In the second part I shall discuss work in progress concerning general localisation scheme, which includes both the L1-localisation and the irreducible convex paving of the martingale transport theory.

Katja Heid

MPI for Mathematics in the Sciences Contact via Mail

Upcoming Events of This Seminar

  • Mar 11, 2024 tba with Carlos Román Parra
  • Mar 15, 2024 tba with Esther Bou Dagher
  • May 21, 2024 tba with Immanuel Zachhuber