The Brownian and Poisson transport maps

Series
Stochastics Seminar
Time
Friday, October 31, 2025 - 1:00pm for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Yair Shenfeld – Brown University – yair_shenfeld@brown.eduhttps://yairshenfeld.com/
Organizer
Dmitrii Ostrovskii

Please Note: Please note the nonstandard date (Friday) and time (1pm).

Transport maps serve as a powerful tool to transfer information from source to target measures. However, this transfer of information is possible only if the transport map is sufficiently regular, which is often difficult to show. I will explain how taking the source measure to be an infinite-dimensional measure, and building transport maps based on stochastic processes, solves some of these challenges both in the continuous and discrete settings.