

Lehre
WS 2024/25 Optimal Transport Masterseminar: Stochastische Analysis SS 2024 Stochastik für Lehramtskandidaten Masterseminar: Mathematical Statistical Mechanics WS 2023/24 Stochastic Analysis MSc Seminar: Optimal Transport SS 2023 Optimal Transport MSc Seminar: Phase transition and the renormalization group WS 2022/23 Stochastic Analysis MSc Seminar: Ising Model WS 2021/22
Wahrscheinlichkeitstheorie II BSc Seminar: Große Abweichungen SS 2021 Wahrscheinlichkeitstheorie MSc Seminar: Stochastische Prozesse WS 2020/2021 Stochastik MSc Seminar: Gaußsche Prozesse SS 2020 Stochastic Mass Transport Bsc/MSc Seminar: Stochastische Homogenisierung WS 2019/2020 Stochastische Analysis BSc Seminar: Empirische Maße und Transportmetriken Publikationen
Preprint
- Gap metrics for stationary point processes and quantitative convexity of the free energy
joint work with Bastian Müller
[arXiv] - Non-local Wasserstein Geometry, Gradient Flows, and Functional Inequalities for Stationary Point Processes
joint work with Hanna Stange
[arXiv] - Asymptotics for Random Quadratic Transportation Costs
joint work with Michael Goldman and Dario Trevisan
[arXiv] - (Non)-hyperuniformity of perturbed lattices
joint work with David Dereudre, Daniela Flimmel, and Thomas Leblé
[arXiv] - The link between hyperuniformity, Coulomb energy, and Wasserstein distance to Lebesgue for two-dimensional point processes
joint work with Thomas Leblé
[arXiv] - Almost sharp rates of convergence for the average cost and displacement in the optimal matching problem
joint work with Michael Goldman and Felix Otto
[arXiv] - Measure valued martingales and optimality of Bass-type solutions to the Skorokhod embedding problem
joint work with Mathias Beiglboeck, Alex Cox and Sigrid Kaellblad
[arXiv]
Publications
- A Benamou-Brenier formula for transport distances between stationary random measures
joint work with Bastian Müller
Stochastic Processes Appl. 185, Article ID 104633, 21 p. (2025).
[arXiv] - There is no stationary p-cyclically monotone Poisson matching in 2d
joint work with Francesco Mattesini and Felix Otto
Electron. J. Probab. 29, Paper No. 106, 20 p. (2024).
[arXiv] - Optimal transport of stationary point processes: Metric structure, gradient flow and convexity of the specific entropy
joint work with Matthias Erbar, Jonas Jalowy, and Bastian Müller
J. Funct. Anal. 289, No. 4, Article ID 110974, 67 p. (2025).
[arXiv] - Transportation of random measures not charging small sets
joint work with Bastian Müller
ALEA, 21, 1903–1913 (2024)
[arXiv] - There is no stationary cyclically monotone Poisson matching in 2d
joint work with Francesco Mattesini and Felix Otto
Probab. Theory Relat. Fields, online first
[arXiv] - Shadows and Barriers
joint work with Martin Brückerhoff
Ann. Appl. Probab., to appear
[arXiv] - Switching Identities by Probabilistic Means
joint work with Julio Backhoff, Alex Cox, and Anne Grass
to appear in Séminaire de Probabilités
[arXiv] - Shadow martingales - a stochastic mass transport approach to the peacock problem
joint work with Martin Brückerhoff and Nicolas Juillet
Electronic Journal of Probability, Vol 27 (2022), paper no. 127, 62p.
[arXiv] - Wasserstein Asymptotics for the Empirical Measure of Fractional Brownian Motion on a Flat Torus
joint work with Francesco Mattesini and Dario Trevisan
Stochastic Processes and their Application, Vol 155, January 2023, Pages 1-26
[arXiv] - A fluctuation result for the displacement in the optimal matching problem
joint work with Michael Goldman
Ann. Probab. 50(4): 1446-1477 (July 2022).
[arXiv] - Quantitative linearization results for the Monge-Ampère equation
joint work with Michael Goldman and Felix Otto
Comm. Pure Appl. Math 74 (12), 2483-2560, 2021
[arXiv] - Model independent pricing with insider information: a Skorokhod embedding approach
joint work with Beatrice Acciaio and Alex Cox
Adv. in Appl. Probab. 53(1), 30-56, 2021
[arxiv] - The one-dimensional log-gas free energy has a unique minimiser
joint work with Matthias Erbar and Thomas Leble
Comm. Pure Appl. Math., 74: 615-675.
[arXiv] - Martingale Benamou-Brenier: a probabilistic perspective
joint work with Julio Backhoff, Mathias Beiglboeck, and Sigrid Kaellblad
Ann. Probab. 48(5): 2258-2289, 2020
[arXiv] - The geometry of multi-marginal Skorokhod embedding
joint work with Mathias Beiglboeck and Alex Cox
Probab. Theory Relat. Fields 176: 1045–1096, 2020
[arxiv] - A Benamou-Brenier formulation of martingale optimal transport
joint work with Dario Trevisan
Bernoulli 25(4A):2729-2757, 2019
[arXiv] - Monotonicity preserving transformations of MOT and SEP
joint work with Florian Stebegg
Stoch. Proc. Appl., 128(4):1114-1134, 2018
[arXiv] - Pathwise superreplication via Vovk's outer measure
joint work with Mathias Beiglboeck, Alex Cox, Nicolas Perkowski, and David Proemel.
Finance Stoch., 21(4):1141-1166, 2017
[arXiv] - Optimal transport and Skorokhod embedding
joint work with Mathias Beiglboeck and Alex Cox
Invent. Math., 208(2):327-400, 2017
[arXiv] - Transport cost estimates for random measures in dimension one
Electron. Commun. Probab. 21, paper no. 46, 2016
[arXiv] - Root to Kellerer
joint work with Mathias Beiglboeck and Florian Stebegg
Seminaire de Probabilites XLVIII, 1-12, 2016
[arXiv] - Curvature bounds for configuration spaces
joint work with Matthias Erbar
Calc. Var. Partial Differ. Equ., 54(1):397-430, 2014
[arXiv] - Existence and uniqueness of optimal transport maps
joint work with Fabio Cavalletti
Ann. Inst. Henri Poincare, Anal. Non Lineaire, 32(6):1367-1377, 2015
[arXiv] - Self-intersection of optimal geodesics
joint work with Fabio Cavalletti
Bull. Lond. Math. Soc., 46(3):653-656,2014
[arXiv] - Optimal transport between random measures
Annales de l'Institut Henri Poincare (B) 52 (2016), no. 1, 196--232.
[arXiv] - Optimal transport from Lebesgue to Poisson
joint work with Karl-Theodor Sturm
Annals of Probability 41 (2013), no. 4, 2426--2478.
[arXiv] - From random walks to rough paths
joint work with Emmanuel Breuillard and Peter Friz
Proc. Amer. Math. Soc. 137 (2009), no. 10, 3487--3496
[arXiv]
Unpublished Notes
- A large scale regularity theory for the Monge-Ampere equation with rough data and application to the matching problem
joint work with Michael Goldmann and Felix Otto
[arXiv]
- Gap metrics for stationary point processes and quantitative convexity of the free energy