University of Münster
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Profile picture of Professor Dr. Martin Huesmann

Professor Dr. Martin Huesmann

Current affiliations

  • Professorship of applied mathematics

Curriculum Vitae (CV)

  • optimal transport
  • stochastic analysis
  • random measures, point processes
  • stochastic mass transfer, martingale optimal transport, causal transport
  • matching and allocation problems
  • robust finance

Publications

Model-independent pricing with insider information: a Skorokhod embedding approach
Acciaio B, Cox AM, Huesmann M (2021)
In: ((Bitte Journal prüfen)), 53(1), 30-56.
Research article (journal) | Peer reviewed | Published
Martingale Benamou-Brenier: a probabilistic perspective
Backhoff-Veraguas J, Beiglböck M, Huesmann M, Källblad S (2020)
In: ((Bitte Journal prüfen)), 48(5), 2258-2289.
Research article (journal) | Peer reviewed | Published
The geometry of multi-marginal Skorokhod Embedding
Beiglböck M, Cox AMG, Huesmann M (2020)
In: Probability Theory and Related Fields, 176, 1045-1096. doi:10.1007/s00440-019-00935-z
Research article (journal) | Peer reviewed | Published
A Benamou-Brenier formulation of martingale optimal transport
Huesmann M, Trevisan D (2019)
In: Bernoulli, 25(4A), 2729-2757. doi:10.3150/18-BEJ1069
Research article (journal) | Peer reviewed | Published
Monotonicity preserving transformations of MOT and SEP
Huesmann M, Stebegg F (2018)
In: Stochastic Processes and their Applications, 128(4), 1114-1134. doi:10.1016/j.spa.2017.07.005
Research article (journal) | Peer reviewed | Published
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Projects

GRK 3027: Rigorous Analysis of Complex Random Systems (CoRaSy)
Duration: 01/10/2025 - 30/09/2030 | 1st Funding period
Funded by: DFG - Research Training Group
Type of project: Main DFG-project hosted at University of Münster
SPP 2265 - Subproject: Optimal transport for stationary point processes
Duration: 01/01/2021 - 31/12/2023 | 1st Funding period
Funded by: DFG - Priority Programme
Type of project: Subproject in DFG-joint project hosted outside University of Münster
PPP 2021-2022 - Stochastic Optimal Transport
Duration: 01/01/2021 - 31/12/2022
Funded by: DAAD - Programm des projektbezogenen Personenaustauschs mit verschiedenen Partnerländern
Type of project: Individual project
SPP 2265 - Subproject: Optimal matching and balancing transport
Duration: 01/11/2020 - 31/10/2023 | 1st Funding period
Funded by: DFG - Priority Programme
Type of project: Subproject in DFG-joint project hosted outside University of Münster
EXC 2044 - C1: Evolution and asymptotics
Duration: 01/01/2019 - 31/12/2025 | 1st Funding period
Funded by: DFG - Cluster of Excellence
Type of project: Subproject in DFG-joint project hosted at University of Münster