Tongseok Lim - 上海科技大学 - 数学科学研究所

个人简介

Career 2018.9-present,AssistantProfessor,ShanghaiTechUniversity 2016.10-2018.8,Postdoc,UniversityofOxford,Oxford,UK 2016.5-2016.9,Postdoc,TechnischeUniversitätWien,Vienna,Austria Education 2016.5,PhDinMathematics.UniversityofBritishColumbia,Vancouver,Canada 2006.2,BScinMathematics.YonseiUniversity,Seoul,Korea

研究领域

(Martingale)OptimalTransportinmulti-dimensionsanditsapplicationstoFinancialMathematicsandStatisticalOptimization. AnalysisofVariationalproblemsarisinginPhysics,GeometryandData

近期论文

查看导师新发文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

withN.GhoussoubandY-HKim.Structureofoptimalmartingaletransportingeneraldimensions.TheAnnalsofProbability,Volume47,Number1(2019),withM.BeiglböckandJ.Obłój.Dualattainmentforthemartingaletransportproblem.Bernoulli,Volume25,Number3(2019),1640--1658. Optimalmartingaletransportbetweenradiallysymmetricmarginalsingeneraldimensions.StochasticProcessesandtheirApplications,https://doi.org/10.1016/j.spa.2019.06.005(2019) withN.GhoussoubandY-HKim.OptimalBrownianstoppingwhenthesourceandtargetareradiallysymmetricdistributions.https://arxiv.org/abs/1906.11635(June2019) withK.Kang,H.K.KimandG.Seo.Uniquenessandcharacterizationoflocalminimizersfortheinteractionenergywithmildlyrepulsivepotentials.https://arxiv.org/abs/1907.07004(July2019) withR.J.McCann.Isodiametry,variance,andregularsimplicesfromparticleinteractions.https://arxiv.org/abs/1907.13593(Aug2019)Multi-martingaleoptimaltransport.https://arxiv.org/abs/withS.Eckstein,G.GuoandJanObłój.Robustpricingandhedgingofoptionsonmultipleassetsanditsnumerics