Title	Optimal martingale transport
Creator	Kim, Young-Heon
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2017-05-01T17:03
Description	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.
Extent	29 minutes
Subject	Mathematics; Calculus of variations and optimal control; optimization; Statistics; Scientific computing
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: University of British Columbia
Series	BIRS Workshop Lecture Videos (Oaxaca de Juárez (Mexico))
Date Available	2017-10-29
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0357380
URI	http://hdl.handle.net/2429/63475
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/4.0/
Aggregated Source Repository	DSpace

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