Concepedia

Martin Huesmann

MH

9

Publications

290

Citations

9

H-Index

2009

Active since

Affiliations

University of Bonn(Current)

University of Bath

Laboratoire Jacques-Louis Lions

University of Pisa

TU Wien

Martin Huesmann is an author at University of Bonn specializing in probability theory, combinatorial optimization, and engineering.

Top concepts

EngineeringProbabilityCombinatorial OptimizationMathematical ProgrammingRandom WalksBrownian MotionComputer ScienceInverse ProblemsNumerical AnalysisFunctional Analysis

Publications per year

2009–2022

9

Publications

9

Optimal transport and Skorokhod embedding

Mathias Beiglböck, Alexander M. G. Cox, Martin Huesmann · Inventiones mathematicae · 2016 · 122 citations · Full text

Optimal Transport and Skorokhod Embedding

Mathias Beiglboeck, Alexander M. G. Cox, Martin Huesmann · arXiv (Cornell University) · 2013 · 35 citations · Full text

Mathematical Programming, Engineering, Variational Analysis +10

Pathwise superreplication via Vovk’s outer measure

Mathias Beiglböck, Alexander M. G. Cox, Martin Huesmann et al. · Finance and Stochastics · 2017 · 31 citations · Full text

From random walks to rough paths

Emmanuel Breuillard, Peter K. Friz, Martin Huesmann · Proceedings of the American Mathematical Society · 2009 · 28 citations · Full text

Engineering, Random Walks, Rough Path Topology +11

A Benamou-Brenier formulation of martingale optimal transport

Martin Huesmann, Dario Trevisan · CINECA IRIS Institutial research information system (University of Pisa) · 2019 · 20 citations

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