Gudmund Pammer

Research output

Research output per year 2018 2022 2024 2025

• 18 Article
• 14 Preprint
• 2 Other contribution
• 1 Conference paper

Research output per year

Research output per year

Search results

• 2025

  A regularized Kellerer theorem in arbitrary dimension

  Pammer, G., Robinson, B. A. & Schachermayer, W., 2025, (Accepted/In press)

  Research output: Other contribution

  • Regularization 100%
  • Arbitrary Dimension 100%
  • Gaussian Distribution 50%
  • Counterexample 50%
  • Stochastic Process 50%

• The Fundamental Theorem of Weak Optimal Transport

  Beiglböck, M., Pammer, G., Riess, L. & Schrott, S., 2025, (Submitted).

  Research output: Working paper › Preprint

  • Rubinstein 100%

• The Wasserstein Space of Stochastic Processes in Continuous Time

  Bartl, D., Beiglböck, M., Pammer, G., Schrott, S. & Zhang, X., 2025, (Submitted) arXiv.

  Research output: Working paper › Preprint

  • Desirable Property 100%
  • Closed Subset 100%
• 2024

  An extension of martingale transport and stability in robust finance

  Jourdain, B. & Pammer, G., 1 Jan 2024, In: Electronic Journal of Probability. 29, 57.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Underlying Asset 100%
  • American Option 50%

• A note on the adapted weak topology in discrete time

  Pammer, G., 1 Jan 2024, In: Electronic Communications in Probability. 29, 1.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Discrete Time 100%
  • weak topology σ 100%
  • Generality 25%
  • Markov Process 25%
  • Stochastic Process 25%

• Change of numeraire for weak martingale transport

  Beiglböck, M., Pammer, G. & Riess, L., 2024, (Submitted)

  Research output: Other contribution

  • Stretched Brownian Motion 100%

• Computational methods for adapted optimal transport

  Eckstein, S. & Pammer, G., 1 Feb 2024, In: The Annals of Applied Probability. 34, 1, p. 675 - 713

  Research output: Contribution to journal › Article › peer-review

  • Smooth approximation 100%

• Designing universal causal deep learning models: The geometric (Hyper)transformer

  Acciaio, B., Kratsios, A. & Pammer, G., Apr 2024, In: Mathematical Finance. 34, 2, p. 671-735

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • State Markov Chain 100%
  • Regular Map 100%

• Entropic adapted Wasserstein distance on Gaussians

  Acciaio, B., Hou, S. & Pammer, G., 2024, (Submitted) arXiv.

  Research output: Working paper › Preprint

  • Form Representation 100%
  • Entropic Regularization 25%

• Estimating barycenters of distributions with neural optimal transport

  Kolesov, A., Mokrov, P., Udovichenko, I., Gazdieva, M., Pammer, G., Burnaev, E. & Korotin, A., 2024, Proceedings of the 41st International Conference on Machine Learning.

  Research output: Chapter in Book/Report/Conference proceeding › Conference paper › peer-review

  • Center of Gravity 100%
  • Wasserstein Barycenter 100%
  • Probability Measure 100%
  • Cost Function 100%
  • Reference Distribution 25%

• Faking Brownian motion with continuous Markov martingales

  Beiglböck, M., Lowther, G., Pammer, G. & Schachermayer, W., Jan 2024, In: Finance and Stochastics. 28, 1, p. 259 - 284

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Motion 100%
  • Continuous 100%
  • Faking 100%
  • fake 50%
  • Strong Markov Property 16%

• General duality and dual attainment for adapted transport

  Kršek, D. & Pammer, G., 2024, (Submitted) arXiv.

  Research output: Working paper › Preprint

  • Polar Set 100%

• Multicausal transport: barycenters and dynamic matching

  Acciaio, B., Kršek, D. & Pammer, G., 2024, (Submitted) arXiv.

  Research output: Working paper › Preprint

  • Center of Gravity 100%
  • Matching Problem 33%
  • Stochastic Process 33%
  • Optimal Transport 33%

• The Gradient Flow of the Bass Functional in Martingale Optimal Transport

  Backhoff-Veraguas, J., Pammer, G. & Schachermayer, W., 2024, (Submitted) arXiv, 24 p.

  Research output: Working paper › Preprint

  • Initial Distribution 100%

• The Wasserstein space of stochastic processes

  Bartl, D., Beiglböck, M. & Pammer, G., 16 Dec 2024, (E-pub ahead of print) In: Journal of the European Mathematical Society.

  Research output: Contribution to journal › Article › peer-review

  • Doob Decomposition 100%

• Tighter Learning Guarantees on Digital Computers via Concentration of Measure on Finite Spaces

  Kratsios, A., Neuman, A. M. & Pammer, G., 2024, (Submitted) arXiv.

  Research output: Working paper › Preprint

  • Finite Space 100%
  • Digital Computer 100%
  • Concentration Measure 100%
  • Euclidean Domain 33%
• 2023

  Calibration of the Bass Local Volatility model

  Acciaio, B., Marini, A. & Pammer, G., 2023, (Submitted).

  Research output: Working paper › Preprint

  • Point Equation 100%
  • Iteration Scheme Converges 100%

• Energy-Guided Continuous Entropic Barycenter Estimation for General Costs

  Kolesov, A., Mokrov, P., Udovichenko, I., Gazdieva, M., Pammer, G., Kratsios, A., Burnaev, E. & Korotin, A., 2023, arXiv.

  Research output: Working paper › Preprint

  • Optimal Transport 100%
  • Center of Gravity 100%
  • Transport Cost 100%
  • Cost Function 40%
  • Probability Distribution 40%

• Lipschitz continuity of the Wasserstein projections in the convex order on the line

  Jourdain, B., Margheriti, W. & Pammer, G., 1 Jan 2023, In: Electronic Communications in Probability. 28, 18.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Lipschitz Continuity 100%
  • Convex Order 100%
  • One Dimension 50%
  • Wasserstein Distance 50%
  • Optimal Transport 50%

• Representing General Stochastic Processes as Martingale Laws

  Beiglböck, M., Pammer, G., Schrott, S. & Zhang, X., 2023, arXiv.

  Research output: Working paper › Preprint

  • Stochastic Basis 100%
  • Standard Borel Space 100%
  • Path Space 100%

• Stability of the weak martingale optimal transport problem

  Beiglböck, M., Jourdain, B., Margheriti, W. & Pammer, G., 1 Dec 2023, In: The Annals of Applied Probability. 33, 6B, p. 5382 - 5412

  Research output: Contribution to journal › Article › peer-review

  • Optimal Transport 100%
  • Marginals 16%
  • Functionals 16%
  • Stretched Brownian Motion 16%

• The Knothe-Rosenblatt distance and its induced topology

  Beiglböck, M., Pammer, G. & Posch, A., 2023, (Submitted) arXiv.

  Research output: Working paper › Preprint

  • Rosenblatt 100%
  • Induced Topology 100%
• 2022

  Applications of weak transport theory

  Backhoff-Veraguas, J. & Pammer, G., 1 Feb 2022, In: Bernoulli. 28, 1, p. 370 - 394

  Research output: Contribution to journal › Article › peer-review

  • Generality 100%
  • Functionals 100%
  • Optimal Transport 100%

• Approximation of martingale couplings on the line in the adapted weak topology

  Beiglböck, M., Jourdain, B., Margheriti, W. & Pammer, G., Jun 2022, In: Probability Theory and Related Fields. 183, 1-2, p. 359 - 413

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Marginal Measure 100%
  • Skorokhod 50%

• A short proof of the characterisation of convex order using the 2-Wasserstein distance

  Acciaio, B. & Pammer, G., 2022, arXiv.

  Research output: Working paper › Preprint

  • Wasserstein Distance 100%
  • Convex Order 100%

• Denseness of biadapted Monge mappings

  Beiglböck, M., Pammer, G. & Schrott, S., 2022, (Submitted) arXiv.

  Research output: Working paper › Preprint

  • Adapted Process 100%

• From Bachelier to Dupire via optimal transport

  Beiglböck, M., Pammer, G. & Schachermayer, W., Jan 2022, In: Finance and Stochastics. 26, 1, p. 59 - 84

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Forward Equation 100%

• Quantitative Fundamental Theorem of Asset Pricing

  Acciaio, B., Backhoff, J. & Pammer, G., 2022, arXiv.

  Research output: Working paper › Preprint

  • Asset Pricing 100%

• Stability of martingale optimal transport and weak optimal transport

  Backhoff-Veraguas, J. & Pammer, G., 1 Feb 2022, In: The Annals of Applied Probability. 32, 1, p. 721 - 752

  Research output: Contribution to journal › Article › peer-review

  • Optimal Transport 100%
  • Marginals 25%
  • Monotonicity Property 25%
• 2021

  Disease momentum: Estimating the reproduction number in the presence of superspreading

  Johnson, K. D., Beiglböck, M., Eder, M., Grass, A., Hermisson, J., Pammer, G., Polechová, J., Toneian, D. & Wölfl, B., 2021, In: Infectious Disease Modelling. 6, p. 706 - 728

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Reproduction Number 100%
  • SARS Coronavirus 100%
  • Infected Person 16%
  • Prediction Interval 16%
  • Credible Interval 16%

• Weak transport for non‐convex costs and model‐independence in a fixed‐income market

  Acciaio, B., Beiglböck, M. & Pammer, G., Oct 2021, In: Mathematical Finance. 31, 4, p. 1423 - 1453

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Extremal 100%
  • Cost Function 100%
  • Optimal Transport 100%
  • Mathematical Finance 100%
• 2020

  Weak monotone rearrangement on the line

  Backhoff-Veraguas, J., Beiglböck, M. & Pammer, G., 1 Jan 2020, In: Electronic Communications in Probability. 25, p. 1-16

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Optimal Transport 100%
  • Numerics 50%
  • Real Line 50%
  • Mathematical Finance 50%
• 2019

  Existence, duality, and cyclical monotonicity for weak transport costs

  Backhoff-Veraguas, J., Beiglböck, M. & Pammer, G., Dec 2019, In: Calculus of Variations and Partial Differential Equations. 58, 6, 203.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Polish Space 100%
• 2018

  Cubature Formulas for Multisymmetric Functions and Applications to Stochastic Partial Differential Equations

  Heitzinger, C., Pammer, G. & Rigger, S., Jan 2018, In: SIAM ASA Journal on Uncertainty Quantification. 6, 1, p. 213 - 242

  Research output: Contribution to journal › Article › peer-review

  • Integrable Function 100%
  • Invariance Property 100%

• Existence, Uniqueness, and a Comparison of Nonintrusive Methods for the Stochastic Nonlinear Poisson--Boltzmann Equation

  Heitzinger, C., Leumüller, M., Pammer, G. & Rigger, S., Jan 2018, In: SIAM ASA Journal on Uncertainty Quantification. 6, 3, p. 1019 - 1042

  Research output: Contribution to journal › Article › peer-review

  • Stochastics 100%
  • Boltzmann Equation 100%
  • Projection Method 50%
  • Computational Effort 25%
  • Electrostatic Potential 25%