Probability and Stochastic Analysis - University of Bonn
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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