Talks and Poster Presentations (without Proceedings-Entry):

J. Backhoff:
"Martingale Benamou-Brenier: a probabilistic perspective";
Talk: Stochastic modelling in finance Seminar at CMAP, École Polytechnique, Paris, France (invited); 2018-01-29.

English abstract:
In classical optimal transport, the contributions by Benamou, Brenier and McCann (among others) regarding the time-dependent version of the problem, have had a lasting impact in the field and led to many applications. It is remarkable that this is achieved even if in continuous time classical optimal transport mass/particles only travel in straight lines. Of course this fails to happen when we consider (continuous-time) martingale optimal transport. In this talk we discuss the existence of a martingale analogue to McCann's interpolation and the Benamou-Brenier formula from a probabilisticpoint of view. This remarkable martingale is characterized by very natural optimality and geometric properties, leading us to say that it provides a canonical martingale way to connect two measures in convex order. This is joint work with M. Beiglböck, M. Huesmann and S. Kallblad.

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