报告人：Nassif Ghoussoub 教授, The University of British Columbia

报告时间：2025年12月1日（周一）上午10:00

报告地点：Zoom code：870 3690 7364，Password：202512

报告人简介：Nassif Ghoussoub是加拿大皇家科学院院士、加拿大总督功勋奖(Order of Canada)获得者，他是首届（1999年）、第二届（2001）中加数学大会组委会主席、3x3中加创新联合体国际数学协调人，也是加拿大四大数学研究机构中的班芙国际研究站(BIRS)、加拿大太平洋数学研究所(PIMS)的创立者及首任负责人。1994年至1996年担任加拿大数学会副理事长，1998年至2006年担任国际数学联盟加拿大代表，担任环太平洋数学联盟指导委员会委员。主要从事非线性泛函分析及偏微分方程的理论与其应用研究，解决了De Giorgi猜想等众多世界数学难题，出版研究专著4部，在Ann. Math.、Bull. Amer. Math. Soc.、Mem. Amer. Math. Soc.、Proc. Natl. Acad. Sci.、Comm. Pure Appl. Math.等国际顶尖数学期刊上发表论文150余篇，单篇最高他引400余次。

报告摘要：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.