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DTSTART:20190310T070000
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DTSTART:20181104T060000
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DTSTART;TZID=America/Toronto:20190926T161500
SEQUENCE:0
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URL:https://uwaterloo.ca/math/events/david-sprott-distinguished-lecture-han
 s-follmer
LOCATION:STC - Science Teaching Complex 200 University Ave West 0050 Waterl
 oo ON N2L 3G1 Canada
SUMMARY:David Sprott Distinguished Lecture by Hans Föllmer
CLASS:PUBLIC
DESCRIPTION:[Hans Follmer]\n\nOPTIMAL TRANSPORT\, ENTROPY\, AND RISK MEASUR
 ES ON WIENER SPACE\n\nWe discuss the interplay between entropy\, large dev
 iations\, and\noptimal couplings on Wiener space.\n\nIn particular we prov
 e a new rescaled version of Talagrand’s\ntransport inequality. As an app
 lication\, we consider rescaled versions\nof the entropic risk measure whi
 ch are sensitive to risks in the fine\nstructure of Brownian paths. 
DTSTAMP:20260422T065959Z
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