News
Exam participationGeschrieben am 09.10.26 von Felix Sachse Dear students, Please note that only students enrolled in the programs Mathematics, Mathematics and Computer Science, and Actuarial and Financial Mathematics can take the final exam at the end of the semester. Students enrolled in other programs cannot take the exam but are welcome to attend the lecture. |
Contents
In this course we will cover basic concepts of optimal transport, such as
- Transport maps and couplings
- Rockafellar's theorem
- Kantorovich duality
- Brenier's theorem
If time permits, we will also cover
- Wasserstein distances
- Applications
Recommended prerequisites
A solid background in mathematics and a good knowledge of measure-theoretic probability theory at the level of Stochastics I. Knowledge of functional analysis will be advantageous, but not required, as necessary concepts and theorems will be recalled.
Lecture
- Wednesday, 14:15-15:45, in SR6 (room 2.17) in building E2 4
Tutorial
- Monday, 10:15-11:45, in SR6 (room 2.17) in building E2 4
The tutorial will take place approximately every second week. The exact dates will be announced.
Exam
Only students of Mathematics, Mathematics and Computer Science, and Actuarial and Financial Mathematics can take the exam.
Organization
Dr. Felix Sachse, sachse@math.uni-sb.de