Mathias Beiglböck

Mathias Beiglböck is a full Professor at the Department of Mathematics within the Faculty of Mathematics at the University of Vienna. His research spans multiple areas of mathematical analysis with a strong focus on probability theory and its applications to finance and other fields. With over 60 publications spanning from 2009 to 2024, Beiglböck has established himself as a leading researcher in his field.

Beiglböck's primary research interests center around optimal transport theory, martingale theory, and their applications to mathematical finance. His work explores the deep connections between probability theory and financial mathematics, particularly in areas such as option pricing, risk management, and stochastic processes. His research also extends to epidemiological modeling, as evidenced by his contributions to SARS-CoV-2 research during the pandemic.

Analysis of his recent publications (2022-2024) reveals a strong focus on advancing the theoretical foundations of optimal transport and martingale theory while finding novel applications in finance and data science. His work often bridges pure mathematical theory with practical applications, particularly in financial modeling and risk assessment. The high citation counts across his publications (some exceeding 100 citations) indicate significant impact in his field.

Beiglböck has collaborated extensively with researchers across Europe, particularly with scholars from France, Austria, and the UK. His work on the COVID-19 pandemic demonstrates his ability to apply mathematical expertise to pressing real-world problems, contributing to public health policy through rigorous quantitative analysis.