Entropy, Energy, and Optimal Couplings on Wiener Space

Entropy, Energy, and Optimal Couplings on Wiener Space

Explore a comprehensive lecture on entropy, energy, and optimal couplings on Wiener space delivered by Hans Föllmer at the Centre International de Rencontres Mathématiques in Marseille, France. Recorded during the "Advances in Stochastic Control and Optimal Stopping with Applications in Economics and Finance" meeting, this one-hour talk delves into advanced mathematical concepts. Access the video through CIRM's Audiovisual Mathematics Library or carmin.tv, where you can utilize features such as chapter markers and keywords to navigate specific sections. Benefit from enriched content including abstracts, bibliographies, and mathematical area classifications to enhance your understanding of this complex topic.