Probability and Stochastic Analysis - University of Bonn



A large-scale regularity theory for the Monge-Ampere equation with rough data and application to the optimal matching problem, with Michael Goldman and Felix Otto, [arxiv]

Measure valued martingales and optimality of Bass-type solutions to the Skorokhod embedding problem, with Mathias Beiglböck, Alex Cox, and Sigrid Källblad, [arxiv]

Martingale Benamou-Brenier: a probabilistic perspective, with Julio Backhoff, Mathias Beiglböck and Sigrid Källblad, [arxiv]

The geometry of multi-marginal Skorokhod embedding, with Mathias Beiglböck and Alex Cox, [arxiv]

Model-independent pricing with insider information: A Skorokhod embedding approach, with Beatrice Acciaio and Alex Cox, [arxiv]



A Benamou-Brenier formulation of martingale optimal transport, with Dario Trevisan, to appear in Bernoulli, [arxiv]

Monotonicity preserving transformations of MOT and SEP, with Florian Stebegg, to appear in Stoch. Proc. Appl.

Pathwise super-replication via Vovk's outer measure, with Mathias Beiglböck, Alex Cox, Nicolas Perkowski and David Prömel, to appear in Finance Stoch.

Optimal transport and Skorokhod embedding, with Mathias Beiglböck and Alex Cox, Invent. Math., 208(2):327–400, 2017

Transport cost estimates for random measures in dimension one, Electron. Commun. Probab. 21, paper no. 46, 2016

Root to Kellerer, with Mathias Beiglböck and Florian Stebegg, to appear in Séminaire de Probabilités

Curvature bounds for configuration spaces, with Matthias Erbar, to appear in Calc. Var. Partial Differential Equations, doi: 10.1007/s00526-014-0790-1

Existence and uniqueness of optimal transport maps, with Fabio Cavalletti, to appear in Annales de l'Institut Henri Poincaré (C), doi: 10.1016/j.anihpc.2014.09.006

Self-intersection of optimal geodesics, with Fabio Cavalletti, to appear in Bull. Lond. Math. Soc., doi: 10.1112/blms/bdu026

Optimal transport between random measuresAnnales de l'Institut Henri Poincaré (B) 52 (2016), no. 1, 196--232.

Optimal transport from Lebesgue to Poisson, with Karl-Theodor Sturm, Annals of Probability 41 (2013), no. 4, 2426--2478.

From random walks to rough paths, with Emmanuel Breuillard and Peter Friz, Proc. Amer. Math. Soc. 137 (2009), no. 10, 3487--3496 (part of my Diploma thesis)