Optimal transport meets rough analysis (A02)

• Subject Area: Mathematics
• Term: since 2024
• Project identifier: Deutsche Forschungsgemeinschaft (DFG) - Project number 516748464

The theories of Optimal Transport (OT) and Rough Analysis, pivotal in both analysis and probability theory, are to be explored for their interplay. Our research includes studying optimal transport of Gaussian measures in Carnot groups and on rough path spaces. Additionally, we analyze Wasserstein rates for rough volatility models and singular Langevin systems in a metric gradient flow, focusing on the dynamic Phi^4_d model. The objective is to uncover new insights for OT through Rough Analysis and vice versa.

• DFG Programme: CRC/Transregios
• Subproject of: TRR 388: Rough Analysis, Stochastic Dynamics and Related Fields
• Applicant Institution: Technische Universität Berlin
• Project Heads: Professor Dr. Peter Karl Friz; Dr. Matthias Liero