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Yan Dolinsky. A new type of stochastic target problems. | Einstein Institute of Mathematics

Yan Dolinsky. A new type of stochastic target problems.

Date: 
Tue, 27/11/201812:00-13:00
Location: 
Coffee lounge
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.