S4F2 Graduate Seminar in Stochastic Analysis
Panorama of Optimal Transport
Time: Friday 10 ct
Room: SR 0.006
Description:
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.
Talks:
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