Private Homepagehttps://www.uni-muenster.de/Stochastik/Arbeitsgruppen/Huesmann/
Forschungsgebieteoptimal transport
stochastic mass transfer, martingale optimal transport, causal transport
matching and allocation problems
robust finance
random measures, point processes
Project membership
Mathematics Münster


C: Models and Approximations

C1: Evolution and asymptotics
Selected current PublicationsHuesmann M, Trevisan D A Benamou--Brenier formulation of martingale optimal transport. Bernoulli Vol. 25 (4A), 2019, pp 2729-2757 online
Beiglböck M, Cox AMG, Huesmann M The geometry of multi-marginal Skorokhod Embedding. Probability Theory and Related Fields Vol. 2019, 2019 online
Huesmann M, Stebegg F Monotonicity preserving transformations of MOT and SEP. Stochastic Process. Appl. Vol. 128 (4), 2018, pp 1114-1134 online
Current Projects• EXC 2044 - C1: Evolution and asymptotics online
E-Mailmartin dot huesmann at uni-muenster dot de
Telefon+49 251 83-35086
FAX+49 251 83-32712
Zimmer130.017
Sekretariat   Sekretariat Kollwitz
Frau Anita Kollwitz
Telefon +49 251 83-33770
Fax +49 251 83-32712
Zimmer 130.030

AdresseProf. Dr. Martin Huesmann
Institut für Mathematische Stochastik
Fachbereich Mathematik und Informatik der Universität Münster
Einsteinstrasse 62
48149 Münster
Deutschland
Diese Seite editieren