00:00:00 / 00:00:00

Entropy, energy, and optimal couplings on Wiener space

By Hans Föllmer

Appears in collection : Advances in Stochastic Control and Optimal Stopping with Applications in Economics and Finance / Avancées en contrôle stochastique et arrêt optimal avec applications à l'économie et à la finance

We discuss couplings on Wiener space that are optimal with respect to different cost functionals and derive corresponding versions of Talagrand's transport inequality.

Information about the video

Citation data

  • DOI 10.24350/CIRM.V.19959803
  • Cite this video Föllmer, Hans (12/09/2022). Entropy, energy, and optimal couplings on Wiener space. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.19959803
  • URL https://dx.doi.org/10.24350/CIRM.V.19959803


Last related questions on MathOverflow

You have to connect your Carmin.tv account with mathoverflow to add question

Ask a question on MathOverflow


  • Bookmark videos
  • Add videos to see later &
    keep your browsing history
  • Comment with the scientific
  • Get notification updates
    for your favorite subjects
Give feedback
Loading the web debug toolbar…
Attempt #