

Teaching
Publications
Preprint
- Shadow martingales - a stochatic mass transport approach to the peacock problem
joint work with Martin Brückerhoff and Nicolas Juillet
[arXiv] - Switching Identities by Probabilistic Means
joint work with Julio Backhoff, Alex Cox, and Anne Grass
[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
- Quantitative linearization results for the Monge-Ampère equation
joint work with Michael Goldman and Felix Otto
to appear in Comm. Pure Appl. Math.
[arXiv] - Model independent pricing with insider information: a Skorokhod embedding approach
joint work with Beatrice Acciaio and Alex Cox
to appear in Adv. in Appl. Probab. 2021
[arxiv] - The one-dimensional log-gas free energy has a unique minimiser
joint work with Matthias Erbar and Thomas Leble
to appear in Comm. Pure Appl. Math.
[arXiv] - Martingale Benamou-Brenier: a probabilistic perspective
joint work with Julio Backhoff, Mathias Beiglboeck, and Sigrid Kaellblad
to appear in Ann. Probab.
[arXiv] - The geometry of multi-marginal Skorokhod embedding
joint work with Mathias Beiglboeck and Alex Cox
Probab. Theory Relat. Fields (2019), doi: 10.1007/s00440-019-00935-z
[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]
- Shadow martingales - a stochatic mass transport approach to the peacock problem
Team
M. Sc. Martin Brückerhoff
mbruecke@uni-muenster.de
Consultation hours: by arrangement
Room 130.028
Orléans-Ring 10
48149 Münster
Tel: +49 251 83-33694Orléans-Ring 10
48149 Münster
mbruecke@uni-muenster.de
Consultation hours: by arrangement
M. Sc. Francesco Mattesini
fmattesi@uni-muenster.de
Consultation hours: by arrangement
Room 130.028
Orléans-Ring 10
48149 Münster
Tel: +49 251 83-33694Orléans-Ring 10
48149 Münster
fmattesi@uni-muenster.de
Consultation hours: by arrangement