Introduction to adapted optimal transport and applications
Speaker:
Mathias Beiglboeck, University of Vienna
Date and Time:
Wednesday, November 5, 2025 - 2:00pm to 3:00pm
Location:
Fields Institute, Room 230
Abstract:
We give a concise introduction to the theory of causal transport and to (filtered) stochastic processes endowed with the adapted Wasserstein distance. In particular, we review recent advances in understanding the geometric structure of the space of stochastic processes. We then explore applications in nonlinear optimal transport, mathematical finance, and geometric inequalities. Finally, we outline several open problems and possible directions for future research.