Redaktion: K. Sigmund, G. Greschonig (Univ. Wien, Strudlhofgasse ...

166 Wahrscheinlichkeitstheorie, Statistik
Random Lower Semicontinuous Functions: Theory and
Applications
ROGER J-B WETS
University of California, Davis
rjbwets@ucdavis.edu
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.