BIRS Workshop Lecture Videos

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BIRS Workshop Lecture Videos

Optimal martingale transport Kim, Young-Heon


Optimal martingale transport problem is a variant of optimal transport problem with the constraint that the transport satisfies a martingale condition. A natural question is to understand the structure of the martingale transport, regarding how it splits the mass. We will explain a joint work with Nassif Ghoussoub and Tongseok Lim.

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