Yan Dolinsky. A new type of stochastic target problems.

Abstract: I will discuss two stochastic target problem in the Brownian framework . The first problem has a nice solution which I will present. The second problem is much more complicated and for now remains open. I will discuss the challenges and connection with other fields in probability theory.

Date: 

Tue, 27/11/2018 - 12:00 to 13:00

Location: 

Coffee lounge