Private Homepage | https://www.uni-muenster.de/Stochastik/Arbeitsgruppen/Huesmann/ |
Research Interests | optimal 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 |
Current Publications | • Beiglböck M, Cox AMG, Huesmann M The geometry of multi-marginal Skorokhod Embedding. Probab.Theory Rel. Fields Vol. 176, 2020 online • Backhoff-Veraguas J, Beiglböck M, Huesmann M, Källblad S Martingale Benamou-Brenier: a probabilistic perspective. Ann. Probab. Vol. 48 (5), 2020 online • Huesmann M, Trevisan D A Benamou-Brenier formulation of martingale optimal transport. Bernoulli Vol. 25 (4A), 2019, pp 2729-2757 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 | • SPP 2265: Random Geometric Systems - Subproject: Optimal transport for stationary point processes online • SPP 2265: Random Geometric Systems - Subproject: Optimal matching and balancing transport online • EXC 2044 - C1: Evolution and asymptotics online | martin dot huesmann at uni-muenster dot de |
Phone | +49 251 83-35086 |
FAX | +49 251 83-32712 |
Room | 130.017 |
Secretary | Sekretariat Kollwitz Frau Anita Kollwitz Telefon +49 251 83-33770 Fax +49 251 83-32712 Zimmer 130.030 |
Address | Prof. Dr. Martin Huesmann Institut für Mathematische Stochastik Fachbereich Mathematik und Informatik der Universität Münster Orléans-Ring 10 48149 Münster |
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