Mathias Beiglboeck

Mathias Beiglboeck is a Professor at the Faculty of Mathematics, University of Vienna. His research spans Probability, Optimal Transport, and Mathematical Finance, with a focus on martingale constraints and stochastic modeling.

• Doctorate in Mathematics (2004, TU Vienna)
• Diploma in Mathematics (2003, TU Vienna)

His work bridges geometric and probabilistic methods in finance, addressing problems like the Skorokhod Embedding, Weak Martingale Transport, and applications to financial institutions. Preprints and publications highlight advancements in Wasserstein distances, causal transport, and stability analysis under martingale constraints.

Notable projects and awards include the OeNB-Anniversary-Fund Project (2024-), FWF-Project on Mimicking Processes (2022-), a START-Prize (2014-2022), and early recognition for his Master's thesis (2003). Teaching roles at University of Vienna and TU Vienna cover Stochastic Processes, Financial Mathematics, and Mathematical Finance courses.

• 2024: OeNB-Anniversary-Fund Project 18983 (250,000 EUR)
• 2023: Mentor in Daniel Bartl's Esprit-Project (280,000 EUR)
• 2022: FWF-Project on Mimicking Processes (400,000 EUR)
• 2014-2022: START-Prize (1,000,000 EUR)
• 2012: Austrian Mathematical Society Prize
• 2003: Best Master's Thesis Award, Austrian Mathematical Society

His research trends integrate adapted Wasserstein distances, disease modeling, and financial applications, with collaborations across institutions like TU Vienna, Bonn University, and MSRI Berkeley. Grants emphasize geometric and entropic transport methods in finance and public health contexts.