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DTSTART:20190310T070000
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DTSTART:20181104T060000
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DTSTART;TZID=America/Toronto:20190926T161500
SEQUENCE:0
TRANSP:TRANSPARENT
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URL:https://uwaterloo.ca/statistics-and-actuarial-science/events/david-spro
 tt-distinguished-lecture-hans-follmer-humboldt
LOCATION:STC - Science Teaching Complex 200 University Ave West Room: 0050 
 Waterloo ON N2L 3G1 Canada
SUMMARY:David Sprott Distinguished Lecture by Hans Föllmer\, Humboldt\nUni
 versity Berlin
CLASS:PUBLIC
DESCRIPTION:OPTIMAL TRANSPORT\, ENTROPY\, AND RISK MEASURES ON WIENER SPACE
 \n\n-------------------------\n\nWe discuss the interplay between entropy\
 , large deviations\, and\noptimal couplings on Wiener space.\n\nIn particu
 lar we prove a new rescaled version of Talagrand’s\ntransport inequality
 . As an application\, we consider rescaled versions\nof the entropic risk 
 measure which are sensitive to risks in the fine\nstructure of Brownian pa
 ths. 
DTSTAMP:20260410T173228Z
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