Universität Wien
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250077 VO Stochastic Mass Transport (2024S)

3.00 ECTS (2.00 SWS), SPL 25 - Mathematik

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Details

Language: English

Examination dates

Lecturers

Classes (iCal) - next class is marked with N

  • Wednesday 06.03. 13:15 - 14:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 13.03. 13:15 - 14:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 20.03. 13:15 - 14:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 10.04. 13:15 - 14:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 17.04. 13:15 - 14:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 24.04. 13:15 - 14:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 08.05. 13:15 - 14:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 15.05. 13:15 - 14:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 22.05. 13:15 - 14:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 29.05. 13:15 - 14:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 05.06. 13:15 - 14:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 12.06. 13:15 - 14:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 19.06. 13:15 - 14:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 26.06. 13:15 - 14:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock

Information

Aims, contents and method of the course

In this course we discuss the mathematical mass transport and probabilistic variants of it. This includes entropic optimal transport, martingale optimal transport and transport problems between stochastic processes.

Assessment and permitted materials

Minimum requirements and assessment criteria

Oral exam on the topics of the course.

Examination topics

Reading list

Lecture notes will be provided.

Association in the course directory

MSTV; MANV;

Last modified: Su 16.02.2025 15:06