Martin Huesmann

Prof. Dr. Martin Huesmann is a full Professor at the Institute for Mathematical Stochastics, Department of Mathematics and Computer Science, University of Münster, and a key investigator in the Excellence Cluster Mathematics Münster. He leads an active research group focusing on stochastic analysis, optimal transport, random measures, and robust finance.

Research Interests:

• Stochastic analysis
• Optimal transport (classical, martingale, causal)
• Random measures and point processes
• Skorokhod embedding and its geometric variants
• Matching and allocation problems
• Robust and model-independent finance
• Gradient flows and asymptotic analysis of random structures

His recent publications reveal a strong trend in probabilistic approaches to optimal transport, particularly in martingale and multi-marginal settings, with deep connections to financial mathematics and geometric analysis of stochastic processes. His work often involves collaboration with leading researchers such as Mathias Beiglböck, Alex Cox, and Felix Otto.

Scientific Contributions:

• Investigator in EXC 2044 - C1: Evolution and asymptotics, developing gradient flow descriptions for diffusion-reaction systems.
• Research on asymptotics of random polytopes and random trees.
• Development of transport distances for stationary random measures.

He actively advises PhD and master’s students, including Bastian Müller, Jonas Jalowy, and Hanna Stange. He teaches advanced courses such as Optimal Transport, Stochastic Analysis, and Probability Theory, and supervises numerous master’s and bachelor’s theses. His research group includes current members Bastian Müller, Hanna Stange, and Jonas Jalowy, and former members Francesco Mattesini and Martin Brückerhoff, reflecting sustained research activity and mentorship.