数学科学研究所
Insitute of Mathematical Science

Tongseok Lim

Career 

• 2018-present, Assistant Professor, ShanghaiTech University
• 2016.10-2018. 8, Postdoctoral researcher in Probability and Financial mathematics, University of Oxford, Oxford, UK
• 2016.5-2016.9, Postdoctoral researcher in Financial and Actuarial Mathematics (FAM) , Technische Universität Wien, Vienna, Austria


Education
• 2011.9 - 2016.5, PhD in Mathematics. University of British Columbia, Vancouver, Canada

• 1998.3 - 2006.2, BSc in Mathematics. Yonsei University, Seoul, Korea


Research

My research focuses on the Optimal Transport (OT), Martingale Optimal Transport (MOT) and Skorokhod Embedding Problem (SEP) in multi-dimensions. MOT and its connection to SEP was inspired by the mathematical finance community and is now one of the most active research areas in probability and mathematical finance.


Publications

  Optimal Brownian Stopping between radially symmetric marginals in general dimensions, with Nassif Ghoussoub and Young-Heon Kim. http://arxiv.org/abs/1711.02784 (Nov 2017).


 Multi-martingale optimal transport. https://arxiv.org/abs/1611.01496 (2017).


 Dual attainment for the martingale transport problem, with Mathias Beiglböck and Jan Obłój. https://arxiv.org/abs/1705.04273 (2017). Accepted by: Bernoulli Journal. 


 Structure of optimal martingale transport in general dimensions, with Nassif Ghoussoub and Young-Heon Kim. http://arxiv.org/abs/1508.01806 (2016). Accepted by: The Annals of Probability. 


 Optimal martingale transport between radially symmetric marginals in general dimensions. https://arxiv.org/abs/1412.3530 (2015). Accepted with revision by: Stochastic Processes and their Applications.


Email:

Tlim@shanghaitech.edu.cn


地址:上海市浦东新区华夏中路393号
邮编:201210
上海市徐汇区岳阳路319号8号楼
200031(岳阳路校区)