Research Interests

Research Interests

$\bullet$ optimal transport
$\bullet$ stochastic mass transfer, martingale optimal transport, causal transport
$\bullet$ matching and allocation problems
$\bullet$ robust finance
$\bullet$ random measures, point processes

Current Publications

Current Publications

$\bullet $ Michael Goldman and Martin Huesmann. A fluctuation result for the displacement in the optimal matching problem. Ann. Probab., 50(4):1446–1477, July 2022. doi:10.1214/21-AOP1562.

$\bullet $ Martin Huesmann, Francesco Mattesini, and Dario Trevisan. Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus. arXiv e-prints, May 2022. arXiv:2205.01025.

$\bullet $ Martin Huesmann and Michael Goldman. A fluctuation result for the displacement in the optimal matching problem. Ann. Probab., January 2022.

$\bullet $ Martin Huesmann, Michael Goldman, and Felix Otto. Quantitative linearization results for the Monge-Ampère equation. Comm. Pure Appl. Math., January 2022.

$\bullet $ Martin Huesmann, Francesco Mattesini, and Felix Otto. There is no stationary cyclically monotone Poisson matching in 2d. arXiv e-prints, September 2021. arXiv:2109.13590.

$\bullet $ Michael Goldman, Martin Huesmann, and Felix Otto. Quantitative linearization results for the Monge-Ampère equation. Communications on Pure and Applied Mathematics, 74(12):2483–2560, May 2021. doi:10.1002/cpa.21994.

$\bullet $ Michael Goldman and Martin Huesmann. A fluctuation result for the displacement in the optimal matching problem. arXiv e-prints, May 2021. arXiv:2105.02915.

$\bullet $ Beatrice Acciaio, Alexander M. G. Cox, and Martin Huesmann. Model-independent pricing with insider information: a Skorokhod embedding approach. Adv. in Appl. Probab., 53(1):30–56, March 2021. doi:10.1017/apr.2020.50.

$\bullet $ Martin Brückerhoff and Martin Huesmann. Shadows and barriers. arXiv e-prints, March 2021. arXiv:2103.03620.

$\bullet $ Matthias Erbar, Martin Huesmann, and Thomas Leblé. The one-dimensional log-gas free energy has a unique minimizer. Communications on Pure and Applied Mathematics, 74(3):615–675, January 2021. doi:10.1002/cpa.21977.

$\bullet $ Julio Backhoff-Veraguas, Mathias Beiglböck, Martin Huesmann, and Sigrid Källblad. Martingale Benamou-Brenier: a probabilistic perspective. Ann. Probab., 48(5):2258–2289, September 2020. doi:10.1214/20-AOP1422.

$\bullet $ Martin Brückerhoff, Martin Huesmann, and Nicolas Juillet. Shadow martingales – a stochastic mass transport approach to the peacock problem. arXiv e-prints, June 2020. arXiv:2006.10478.

$\bullet $ Julio Backhoff, Alexander M. G. Cox, Annemarie Grass, and Martin Huesmann. Switching identities by probabilistic means. arXiv e-prints, February 2020. arXiv:2002.12840.

$\bullet $ Martin Huesmann and Dario Trevisan. A Benamou–Brenier formulation of martingale optimal transport. Bernoulli, 25(4A):2729–2757, November 2019. doi:10.3150/18-bej1069.

$\bullet $ Mathias Beiglböck, Alexander M. G. Cox, and Martin Huesmann. The geometry of multi-marginal Skorokhod Embedding. Probability Theory and Related Fields, August 2019. doi:10.1007/s00440-019-00935-z.