15. ÖMG-Kongress
Jahrestagung der Deutschen Mathematikervereinigung

16. bis 22. September 2001 in Wien


Sektion 12 - Wahrscheinlichkeitstheorie, Statistik
Dienstag, 18. September 2001, 15.00, Hörsaal 7

 

Random Lower Semicontinuous Functions: Theory and Applications

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


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