Probability and Stochastic Analysis - University of Bonn

S4F2 Graduate Seminar in Stochastic Analysis
Panorama of Optimal Transport

Time: Friday 10 ct

Room:  SR 0.006



The optimal transport problem has a long history dating back to Monge in the 18th century.  In the last two decades the theory has received new attention and has seen an enormous development. Striking connections to a number of mathematical fields have been established ranging from probability and economics to PDE and Riemannian geometry, where optimal transport is used as a powerful and versatile tool.

In this seminar we will highlight some of these fascinating recent developments.



13.11.15     Introduction to optimal transport

13.11.15     Martingale optimal transport and martingale inequalities via duality

27.11.15     Optimal transport on Riemannian manifolds: Dispacement convexity and Ricci curvature

04.12.15     Synthetic Ricci curvature bounds for metric measure spaces

11.12.15     Gradient flows of the entropy for Markov chains and discrete transport distances