Research (see also Google Scholar)

Submitted 

• q-Bass martingales [arXiv, pdf] (2024)

• 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)