Topics in Mathematics Münster
T5: Curvature, shape, and global analysisT8: Random discrete structures and their limits
Research Interests
$\bullet$ optimal transport
$\bullet$ stochastic analysis
$\bullet$ random measures, point processes
$\bullet$ stochastic mass transfer, martingale optimal transport, causal transport
$\bullet$ matching and allocation problems
$\bullet$ robust finance
Current Cluster Publications of Prof. Dr. Martin Huesmann
$\bullet $ David Dereudre, Daniela Flimmel, Martin Huesmann, and Thomas Leblé. (non)-hyperuniformity of perturbed lattices. arXiv e-prints, May 2024. arXiv:2405.19881.
$\bullet $ Martin Huesmann and Thomas Leblé. The link between hyperuniformity, Coulomb energy, and Wasserstein distance to Lebesgue for two-dimensional point processes. arXiv e-prints, April 2024. arXiv:2404.18588.
$\bullet $ Martin Brückerhoff and Martin Huesmann. Shadows and barriers. The Annals of Applied Probability, February 2024. doi:10.1214/23-aap1981.
$\bullet $ Martin Huesmann and Bastian Müller. A Benamou-Brenier formula for transport distances between stationary random measures. arXiv e-prints, February 2024. arXiv:2402.04842.
$\bullet $ Martin Huesmann, Francesco Mattesini, and Felix Otto. There is no stationary p-cyclically monotone Poisson matching in 2d. Electron. J. Probab., January 2024. doi:10.1214/24-ejp1171.
$\bullet $ Michael Goldman, Martin Huesmann, and Felix Otto. Almost sharp rates of convergence for the average cost and displacement in the optimal matching problem. arXiv e-prints, December 2023. arXiv:2312.07995.
$\bullet $ Martin Huesmann, Francesco Mattesini, and Dario Trevisan. Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus. Stochastic Processes and their Applications, 155:1–26, October 2023. doi:10.1016/j.spa.2022.09.008.
$\bullet $ Martin Huesmann, Francesco Mattesini, and Felix Otto. There is no stationary cyclically monotone Poisson matching in 2d. Probability Theory and Related Fields, 187(3-4):629–656, August 2023. doi:10.1007/s00440-023-01225-5.
$\bullet $ Matthias Erbar, Martin Huesmann, Jonas Jalowy, and Bastian Müller. Optimal transport of stationary point processes: Metric structure, gradient flow and convexity of the specific entropy. arXiv e-prints, April 2023. arXiv:2304.11145.
$\bullet $ Martin Huesmann and Bastian Müller. Transportation of random measures not charging small sets. arXiv e-prints, March 2023. arXiv:2303.00504.
$\bullet $ Martin Brückerhoff, Martin Huesmann, and Nicolas Juillet. Shadow martingales – a stochastic mass transport approach to the peacock problem. Electron. J. Probab., 27:Paper No. 127, 62, September 2022. doi:10.1214/22-ejp846.
$\bullet $ Michael Goldman and Martin Huesmann. A fluctuation result for the displacement in the optimal matching problem. Ann. Probab., 50(4):1446–1477, July 2022. doi:10.1214/21-AOP1562.
$\bullet $ Michael Goldman, Martin Huesmann, and Felix Otto. Quantitative linearization results for the Monge-Ampère equation. Commun. Pure Appl. Math., 74(12):2483–2560, May 2021. doi:10.1002/cpa.21994.
$\bullet $ Beatrice Acciaio, Alexander M. G. Cox, and Martin Huesmann. Model-independent pricing with insider information: a Skorokhod embedding approach. Adv. in Appl. Probab., 53(1):30–56, March 2021. doi:10.1017/apr.2020.50.
$\bullet $ Matthias Erbar, Martin Huesmann, and Thomas Leblé. The one-dimensional log-gas free energy has a unique minimizer. Commun. Pure Appl. Math., 74(3):615–675, January 2021. doi:10.1002/cpa.21977.
$\bullet $ Julio Backhoff-Veraguas, Mathias Beiglböck, Martin Huesmann, and Sigrid Källblad. Martingale Benamou-Brenier: a probabilistic perspective. Ann. Probab., 48(5):2258–2289, September 2020. doi:10.1214/20-AOP1422.
$\bullet $ Julio Backhoff, Alexander M. G. Cox, Annemarie Grass, and Martin Huesmann. Switching identities by probabilistic means. arXiv e-prints, February 2020. arXiv:2002.12840.
$\bullet $ Martin Huesmann and Dario Trevisan. A Benamou–Brenier formulation of martingale optimal transport. Bernoulli, 25(4A):2729–2757, November 2019. doi:10.3150/18-bej1069.
$\bullet $ Mathias Beiglböck, Alexander M. G. Cox, and Martin Huesmann. The geometry of multi-marginal Skorokhod Embedding. Probab. Theory Rel., August 2019. doi:10.1007/s00440-019-00935-z.