BEGIN:VCALENDAR VERSION:2.0 PRODID:-//Drupal iCal API//EN X-WR-CALNAME:Events items teaser X-WR-TIMEZONE:America/Toronto BEGIN:VTIMEZONE TZID:America/Toronto X-LIC-LOCATION:America/Toronto BEGIN:DAYLIGHT TZNAME:EDT TZOFFSETFROM:-0500 TZOFFSETTO:-0400 DTSTART:20190310T070000 END:DAYLIGHT BEGIN:STANDARD TZNAME:EST TZOFFSETFROM:-0400 TZOFFSETTO:-0500 DTSTART:20181104T060000 END:STANDARD END:VTIMEZONE BEGIN:VEVENT UID:682fbcab94b4a DTSTART;TZID=America/Toronto:20190926T161500 SEQUENCE:0 TRANSP:TRANSPARENT DTEND;TZID=America/Toronto:20190926T161500 URL:/statistics-and-actuarial-science/events/david-spro tt-distinguished-lecture-hans-follmer-humboldt SUMMARY:David Sprott Distinguished Lecture by Hans Föllmer\, Humboldt\nUni versity Berlin CLASS:PUBLIC DESCRIPTION:Summary \n\nOPTIMAL TRANSPORT\, ENTROPY\, AND RISK MEASURES ON WIENER SPACE\n\n-------------------------\n\nWe discuss the interplay betw een entropy\, large deviations\, and\noptimal couplings on Wiener space.\n \nIn particular we prove a new rescaled version of Talagrand’s\ntranspor t inequality. As an application\, we consider rescaled versions\nof the en tropic risk measure which are sensitive to risks in the fine\nstructure of Brownian paths. \n DTSTAMP:20250523T000915Z END:VEVENT END:VCALENDAR