**S4F2 Graduate Seminar in Stochastic AnalysisPanorama 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