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