Date/heure
24 octobre 2019
09:15 - 10:15
Oratrice ou orateur
Ernesto Mordecki
Catégorie d'évènement Groupe de travail Probabilités et Statistique
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.