About me: Since September 2019 I am a PhD student at the University of Vienna. My supervisors are Walter Schachermayer and Mathias Beiglböck.
Office: Faculty of Mathematics, University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Vienna, room 06.135.
Email address: bertram.tschiderer@univie.ac.at
Submitted
Diffusion processes as Wasserstein gradient flows via stochastic control of the volatility matrix [arXiv, pdf] (2023)
The Bass functinonal of martingale transport [arXiv, pdf]
with Julio Backhoff-Veraguas and Walter Schachermayer (2023)
The structure of martingale Benamou−Brenier in Rᵈ [arXiv, pdf]
with Julio Backhoff-Veraguas, Mathias Beiglböck and Walter Schachermayer (2023)
Publications
A trajectorial approach to relative entropy dissipation of McKean−Vlasov diffusions: gradient flows and HWBI inequalities [arXiv, pdf, journal article]
with Lane Chung Yeung
Bernoulli, 29(1): 725–756, 2023.
A variational characterization of Langevin−Smoluchowski diffusions [arXiv, pdf, journal article]
with Ioannis Karatzas
Stochastic Analysis, Filtering, and Stochastic Optimization, pages 239–265, Springer, 2022.
A trajectorial approach to the gradient flow properties of Langevin−Smoluchowski diffusions [arXiv, pdf, journal article]
with Ioannis Karatzas and Walter Schachermayer
Theory Probab. Appl., 66(4), 668–707, 2022.
Preprints
Trajectorial Otto calculus [arXiv, pdf]
with Ioannis Karatzas and Walter Schachermayer (2020)
I am a passionate rock climber. For my profile on 8a.nu (the Google Scholar for climbers), click here.