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250163 VO Pathwise Methods in Optimal Transprt Theory (2022W)
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Details
Language: English
Examination dates
Lecturers
Classes (iCal) - next class is marked with N
- Monday 03.10. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 10.10. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 17.10. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 24.10. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 31.10. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 07.11. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 14.11. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 21.11. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 28.11. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 05.12. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 12.12. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 09.01. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 16.01. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 23.01. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 30.01. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
Information
Aims, contents and method of the course
In this highly advanced course we review recent progress in the field of optimal transport, with special emphasis on the pathwise approach.
Assessment and permitted materials
Minimum requirements and assessment criteria
Examination topics
Reading list
M. Beiglböck, G. Pammer, W. Schachermayer: From Bachelier to Dupire via Optimal Transport. Preprint (2021).
[arXiv:2106.12395] please download PDF from the following link: https://arxiv.org/abs/2106.12395Backhoff J. und Huesmann M. (2021) Stochastic Mass Transport,
Preprint. Please download PDF from the following link:
https://www.mat.univie.ac.at/~schachermayer/ScriptsRonen Eldan: Analysis of high-dimensional distributions using path wise methods. Preprint (2021): https://www.wisdom.weizmann.ac.il/~ronene/files/Pathwise.pdfI. Karatzas, W. Schachermayer, B. Tschiderer:
A trajectorial approach to the gradient flow properties of Langevin-Smoluchowsk diffusions. Teor. Veroyatnost. i Primenen & SIAM Theory Probab. Appl., Vol. 66 (2021), No. 4, pp. 839--888.
Please download PDF from the following link: https://arxiv.org/abs/2008.09220
[arXiv:2106.12395] please download PDF from the following link: https://arxiv.org/abs/2106.12395Backhoff J. und Huesmann M. (2021) Stochastic Mass Transport,
Preprint. Please download PDF from the following link:
https://www.mat.univie.ac.at/~schachermayer/ScriptsRonen Eldan: Analysis of high-dimensional distributions using path wise methods. Preprint (2021): https://www.wisdom.weizmann.ac.il/~ronene/files/Pathwise.pdfI. Karatzas, W. Schachermayer, B. Tschiderer:
A trajectorial approach to the gradient flow properties of Langevin-Smoluchowsk diffusions. Teor. Veroyatnost. i Primenen & SIAM Theory Probab. Appl., Vol. 66 (2021), No. 4, pp. 839--888.
Please download PDF from the following link: https://arxiv.org/abs/2008.09220
Association in the course directory
MSTV
Last modified: Tu 09.01.2024 12:06