Luisa Herrmann (Universität Potsdam)
Based on an article by Mathias Beigelböck and Nicolas Juillet, I will first describe the martingale version of the optimal transport problem after which I will define the convex order and give some examples. I will then discuss the central question as to whether the set of all martingale transport plans is nonempty and present a constructive proof of the existence under certain assumptions.
Wenn Sie digital an den Vorträgen teilnehmen möchten, wenden Sie sich bitte an Christian Molle molle @ uni-potsdam.de, um die Zugangsdaten zu erhalten.
