Results
Publications
- B. Tschiderer: “Diffusion processes as Wasserstein gradient flows via stochastic control of the volatility matrix”. Bernoulli 32 (2) 1142 - 1159, 2026. doi:10.3150/25-BEJ1895
- J. Backhoff-Veraguas, W. Schachermayer, B. Tschiderer: “The Bass functional of martingale transport”. Ann. Appl. Probab. 35(6): 4282-4301, 2025. doi:10.1214/25-AAP2221
- J. Backhoff, G. Pammer, W. Schachermayer: “The L2 gradient flow of the Bass functional in martingale optimal transport”. Math. Finan. Econ. 19, 665–686, 2025. doi:10.1007/s11579-025-00395-1
- J. Backhoff-Veraguas, S. Källblad, B. A. Robinson: “Adapted Wasserstein distance between the laws of SDEs”. Stoch. Proc. Appl. 189, 104689, 2025. doi:10.1016/j.spa.2025.104689
- G. Pammer, B. A. Robinson, W. Schachermayer: “A regularized Kellerer theorem in arbitrary dimension”. Ann. Appl. Probab. 35(2): 749-778, 2025, doi:10.1214/24-AAP2125
- M. Beiglböck, G. Lowther, G. Pammer & W. Schachermayer: “Faking Brownian motion with continuous Markov martingales”. Finance and Stochastics 28, 259-284, 2025. doi:10.1007/s00780-023-00526-w
- A. M. G. Cox, B. A. Robinson: “SDEs with no strong solution arising from a problem of stochastic control”. Electron. J. Probab. 28: 1-24. doi:10.1214/23-EJP995
Preprints
- I. Berkes, I. Karatzas, W. Schachermayer: Necessary and Sufficient Conditions for the Lacunary/Hereditary Laws of Large Numbers. Preprint, arXiv:2602.23124
- F. Pramenkovic: Weak Optimal Transport: When is the Dual Potential Convex?. Preprint, arXiv:2507.07200
- J. Backhoff-Veraguas, M. Beiglböck, B. Tschiderer, W. Schachermayer: Existence of Bass Martingales and the Martingale Benamou-Brenier Problem in Rd. Preprint, arXiv:2306.11019
- W. Schachermayer, P. Siorpaes: Stretched Brownian Motion: convergence of dual optimising sequences. Preprint, arXiv:2508.2001
- I. Berkes, I. Karatzas, W. Schachermayer: Hereditary Hsu-Robbins-Erdös Law of Large Numbers. Preprint, arXiv:2503.19484
- M. Hitz, B. A. Robinson: Bicausal optimal transport for SDEs with irregular coefficients. Preprint, arXiv.2403.09941
- W. Schachermayer, B. Tschiderer: The decomposition of stretched Brownian motion into Bass martingale. Preprint, arXiv:2406.10656.
- B. Tschiderer: q-Bass martingales. Preprint, arXiv:2402.05669
- B. Tschiderer: Diffusion processes as Wasserstein gradient flows via stochastic control of the volatility matrix. Preprint, arXiv:2310.18678