55 citations · 67 across the 4 of their papers we have counts for
6 papers
Disease Momentum: Estimating the Reproduction Number in the Presence of Superspreading
Kory D. Johnson, Mathias Beiglböck, Manuel Eder +6
A primary quantity of interest in the study of infectious diseases is the average number of new infections that an infected person produces. This so-called reproduction number has…
Compactness in Adapted Weak Topologies
Manu Eder
Over the years a number of topologies for the set of laws of stochastic processes have been proposed. Building on the weak topology they all aim to capture more accurately the temp…
All Adapted Topologies are Equal
Julio Backhoff-Veraguas, Daniel Bartl, Mathias Beiglböck +1
A number of researchers have introduced topological structures on the set of laws of stochastic processes. A unifying goal of these authors is to strengthen the usual weak topology…
Adapted Wasserstein Distances and Stability in Mathematical Finance
Julio Backhoff-Veraguas, Daniel Bartl, Mathias Beiglböck +1
Assume that an agent models a financial asset through a measure Q with the goal to price / hedge some derivative or optimize some expected utility. Even if the model Q is chosen in…
Fundamental Properties of Process Distances
Julio Backhoff Veraguas, Mathias Beiglböck, Manu Eder +1
Information is an inherent component of stochastic processes and to measure the distance between different stochastic processes it is not sufficient to consider the distance betwee…
Geometry of Distribution-Constrained Optimal Stopping Problems
Mathias Beiglboeck, Manu Eder, Christiane Elgert +1
We adapt ideas and concepts developed in optimal transport (and its martingale variant) to give a geometric description of optimal stopping times of Brownian motion subject to the…