Universität Wien

250077 VO Stochastic Mass Transport (2024S)

3.00 ECTS (2.00 SWS), SPL 25 - Mathematik
ON-SITE
We 22.05. 13:15-14:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock

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Details

Language: English

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 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: Tu 23.01.2024 14:06