首页 > 数学科学研究所 > 师资队伍 > Tongseok Lim个人简介
Tongseok Lim    助理教授,研究员
所在学院 数学科学研究所
研究方向 Interdisciplinary research in Analysis, Probability, Optimization and Financial Mathematics
联系方式 tlim@@shanghaitech.edu.cn
 
  个人简介  
Sep 2018 - present. Assistant Professor. Institute of Mathematical Sciences, ShanghaiTech University, Shanghai, China.
Oct 2016 - Aug 2018. Postdoctoral researcher. University of Oxford, Oxford, UK. Mentor: Prof. Jan Obłój.
May - Sep 2016 Postdoctoral researcher. Technische Universität Wien, Vienna, Austria. Mentor: Prof. Mathias Beiglböck.
May 2016. PhD in Mathematics. University of British Columbia, Vancouver, Canada. Supervisors: Prof. Nassif Ghoussoub and Prof. Young-Heon Kim.
Feb 2006. BSc in Mathematics. Yonsei University, Seoul, Korea.
  主要研究内容  
Optimal Transport, Martingale Optimal Transport and Skorokhod Embedding in multi-dimensions, and their applications to Mathematical Finance and Statistical Optimization.
  代表性论文  

· Dual attainment for the martingale transport problem (with Mathias Beiglböck and Jan Obłój). To appear in Bernoulli Journal.

· Structure of optimal martingale transport in general dimensions (with Nassif Ghoussoub and Young-Heon Kim). To appear in The Annals of Probability.

· Optimal martingale transport between radially symmetric marginals in general dimensions.

· Multi-martingale optimal transport.

·Optimal Brownian Stopping between radially symmetric marginals in general dimensions (with Nassif Ghoussoub and Young-Heon Kim
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