Workshop: Optimal transport and stochastics
Dates: March 9-12, 2015
Venue: HIM lecture hall, Poppelsdorfer Allee 45
Organizers: Beatrice Acciaio, Martin Huesmann
Topics: Connections between optimal transport and stochastics including martingale optimal transport, peacocks, stochastic control and causal couplings among others
Speakers:
- Mathias Beiglböck (Universität Wien)
- Bruno Bouchard (Université Paris-Dauphine)
- Guillaume Carlier (Université Paris-Dauphine)
- Yan Dolinsky (Hebrew University)
- David Hobson (University of Warwick)
- Nicolas Juillet (Université de Strasbourg)
- Sigrid Källblad (École Polytechnique Paris)
- Constantinos Kardaras (LSE)
- Martin Larsson (ETH Zürich)
- Remi Lassalle (Universidade de Lisboa)
- Claude Martini (Zeliade Systems)
- Peter Mörters (Bath)
- Marcel Nutz (Columbia)
- Jan Obloj (University of Oxford)
- Walter Schachermayer (Universität Wien)
- Mete Soner (ETH Zürich)
- Florian Stebegg (Universität Wien)
- Xiaolu Tan (Université Paris-Dauphine)
- Nizar Touzi (École Polytechnique)
- Ali Üstünel (Télécom Paristech)