2019 CRM-Fields-PIMS Prize Recipient
Nassif Ghoussoub (University of British Columbia) [ Français ]
Mr. Ghoussoub will give a lecture on Thursday, September 26, 2019 at the Université de Montréal, Pavillon Roger-Gaudry, room M-415, 16h00.
TITLE: From Monge optimal transports to optimal Skorokhod embeddings
ABSTRACT: The optimal transportation problem, which originated in the work of Gaspard Monge in 1781, provides a fundamental and quantitave way to measure the distance between probability distributions. It has led to many successful applications in PDEs, Geometry, Statistics and Probability Theory. Recently, and motivated by problems in Financial Mathematics, variations on this problem were introduced by requiring the transport plans to abide by certain "fairness rules," such as following martingale paths. One then specifies a stochastic state process and a costing procedure, and minimize the expected cost over stopping times with a given state distribution. Recent work has uncovered deep connections between this type of constrained optimal transportation problems, the celebrated Skorokhod embeddings of probability distributions in Brownian motion, and Hamilton-Jacobi variational inequalities.
Video of the conference
Photos at the conference
The 2019 CRM-Fields-PIMS Prize is awarded to Nassif Ghoussoub of the University of British Columbia (UBC). The prize was given by a high-level international committee chosen by the three institutes. The announcement was made at the Awards Banquet of the Canadian Mathematical Society Winter Meeting in Vancouver on December 9, 2018.
Nassif Ghoussoub has a remarkable record of deep, original, and influential contributions to the theory and applications of functional analysis, the calculus of variations, and partial differential equations. His pioneering work on the resolution of De-Giorgi’s conjecture, on the PDE of microelectromechanical systems, and on the theory of self-dual PDE have all had a lasting impact on mathematical analysis. This is in addition to his extraordinary contributions to Canadian mathematics in general.
Nassif Ghoussoub obtained his Ph.D. from Université Pierre et Marie Curie in 1975. Shortly thereafter he joined the Mathematics Department at UBC, where he is currently Distinguished University Professor. Professor Ghoussoub’s contributions have been recognized by the Coxeter-James, Jeffery-Williams and David Borwein Awards of the Canadian Mathematical Society, honorary doctorates from Université Paris-Dauphine and the University of Victoria, and Fellowship in the American Mathematical Society and the Royal Society of Canada. He is an Officer of the Order of Canada.
|
