Optimal stopping of continuous time stochastic processes
Catégorie d'évènement : Groupe de travail Probabilités et Statistique Date/heure : 24 octobre 2019 09:15-10:15 Lieu : Oratrice ou orateur : Ernesto Mordecki Résumé :The talk comprises two parts. In the first one, the problem of optimal
stopping is introduced, and some classical results are presented and proved in certain
detail, after a discussion of several different existing approaches.
In the second one, some new results are presented, concerning diffusions with discontinuous
coefficients. In this case, new phenomena concerning the classical solutions appear.
Value distribution of the Riemann zeta function and related probabilistic models
Catégorie d'évènement : Séminaire Probabilités et Statistique Date/heure : 24 octobre 2019 10:45-11:45 Lieu : Oratrice ou orateur : Ashkan Nikeghbali Résumé :In this talk we shall review a few well known problems related to the distribution of the values of the Riemann zeta function on the critical line and see how one can use probabilistic models and ideas to hopefully gain better insights into such problems. The main focus of the talk will be on the GUE conjecture and the convergence of some random analytic functions (coming from random matrix theory).