<html><head><meta http-equiv="Content-Type" content="text/html; charset=utf-8"></head><body style="word-wrap: break-word; -webkit-nbsp-mode: space; line-break: after-white-space;" class=""><br class=""><div><div class=""><meta http-equiv="Content-Type" content="text/html; charset=utf-8" class=""><div style="word-wrap: break-word; -webkit-nbsp-mode: space; line-break: after-white-space;" class=""><div dir="auto" style="word-wrap: break-word; -webkit-nbsp-mode: space; line-break: after-white-space;" class=""><div dir="auto" style="word-wrap: break-word; -webkit-nbsp-mode: space; line-break: after-white-space;" class=""><div dir="auto" style="word-wrap: break-word; -webkit-nbsp-mode: space; line-break: after-white-space;" class=""><div dir="auto" style="word-wrap: break-word; -webkit-nbsp-mode: space; line-break: after-white-space;" class=""><div dir="auto" style="word-wrap: break-word; -webkit-nbsp-mode: space; line-break: after-white-space;" class=""><div dir="auto" style="word-wrap: break-word; -webkit-nbsp-mode: space; line-break: after-white-space;" class=""><div dir="auto" style="word-wrap: break-word; -webkit-nbsp-mode: space; line-break: after-white-space;" class=""><div class=""><br class=""></div><div class=""><div class="">CONFÉRENCE PRIX CRM-FIELDS-PIMS 2019</div><div class=""><br class=""></div><div class="">******************************************************************</div><div class=""><br class=""></div><div class="">CONFERENCIER(S) / SPEAKER(S) :</div><div class="">Nassif Ghoussoub (UBC)</div><div class=""><br class=""></div><div class="">TITRE / TITLE :</div><div class="">"From Monge optimal transports to optimal Skorokhod embeddings"</div><div class=""><br class=""></div><div class="">LIEU / PLACE :</div><div class="">CRM, UdeM, Pav. André-Aisenstadt, 2920, ch. de la Tour, salle 1355</div><div class=""><br class=""></div><div class="">DATE :</div><div class="">Le vendredi 27 septembre 2019 / Friday, September 27, 2019</div><div class=""><br class=""></div><div class="">HEURE / TIME :</div><div class="">16 h / 4:00 p.m.</div><div class=""><br class=""></div><div class="">RESUME / ABSTRACT :</div><div class="">The optimal transportation problem, which originated in the work of Gaspard Monge in 1781, provides a fundamental and quantitave way to measure the distance between probability distributions. It has led to many successful applications in PDEs, Geometry, Statistics and Probability Theory. Recently, and motivated by problems in Financial Mathematics, variations on this problem were introduced by requiring the transport plans to abide by certain "fairness rules," such as following martingale paths. One then specifies a stochastic state process and a costing procedure, and minimize the expected cost over stopping times with a given state distribution. Recent work has uncovered deep connections between this type of constrained optimal transportation problems, the celebrated Skorokhod embeddings of probability distributions in Brownian motion, and Hamilton-Jacobi variational inequalities. </div><div class=""><br class=""></div><div class=""><br class=""></div><div class="">Le café sera servi à 15h30 et une réception suivra la conférence au Salon Maurice-L’Abbé (salle 6245).</div><div class=""><br class=""></div><div class="">Coffee will be served before the conference and a reception will follow at Salon Maurice-L’Abbé (Room 6245).</div><div class=""><br class=""></div><div class="">******************************************************************</div><div class=""><br class=""></div><div class=""><a href="http://www.crm.math.ca/prix/prixCRMFieldsPIMS/prixCFP19_fr.shtml" class="">http://www.crm.math.ca/prix/prixCRMFieldsPIMS/prixCFP19_fr.shtml</a></div><div class=""><br class=""></div><div class=""><br class=""></div><div class="">******************************************************************</div></div><div class=""><br class=""></div><br class=""><div class="">
<div style="caret-color: rgb(0, 0, 0); font-family: Helvetica; font-size: 12px; font-style: normal; font-variant-caps: normal; font-weight: normal; letter-spacing: normal; text-align: start; text-indent: 0px; text-transform: none; white-space: normal; word-spacing: 0px; -webkit-text-stroke-width: 0px; text-decoration: none;" class="">Virginie Leduc</div><div style="caret-color: rgb(0, 0, 0); font-family: Helvetica; font-size: 12px; font-style: normal; font-variant-caps: normal; font-weight: normal; letter-spacing: normal; text-align: start; text-indent: 0px; text-transform: none; white-space: normal; word-spacing: 0px; -webkit-text-stroke-width: 0px; text-decoration: none;" class=""><a href="mailto:leduc@crm.umontreal.ca" class="">leduc@crm.umontreal.ca</a></div><div style="caret-color: rgb(0, 0, 0); font-family: Helvetica; font-size: 12px; font-style: normal; font-variant-caps: normal; font-weight: normal; letter-spacing: normal; text-align: start; text-indent: 0px; text-transform: none; white-space: normal; word-spacing: 0px; -webkit-text-stroke-width: 0px; text-decoration: none;" class=""><br class=""></div><br class="Apple-interchange-newline">
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