Vorträge und Posterpräsentationen (ohne Tagungsband-Eintrag):
T. Lim:
"Optimal mass transportation under various additional constraints";
Hauptvortrag: Seminario di Matematica,
Pisa, Italy (eingeladen);
06.07.2016.
Kurzfassung englisch:
We will introduce variants of the optimal transport problem, namely martingale optimal transport problem and subharmonic martingale transport problem. Their motivation is partly from mathematical finance. We will see that the additional constraints imply interesting and deep mathematical subtlety on the attainment
of dual problem. If time permits, we will introduce still
another variant of the martingale transport problem (say martingale transport problem of second type), which is our ongoing study.
Elektronische Version der Publikation:
http://www.sns.it/sites/default/files/allegati/29-06-2016/avviso_lim_06_07_2016.pdf
Erstellt aus der Publikationsdatenbank der Technischen Universität Wien.