Roger J-B Wets, University of California, Davis
In this lecture, I shall review some of the highlights of the theory of random lsc (lower semicontinuous) functions and the applications motivating these developments. These applications come from stochastic optimization, extremal processes, stochastic homogenization, statistical estimation, mathematical finance and the study of incomplete markets in economics.
E-Mail: | rjbwets@ucdavis.edu |