Date/heure
6 avril 2017
10:45 - 11:45
Oratrice ou orateur
Ernesto Mordecki
Catégorie d'évènement Séminaire Probabilités et Statistique
Résumé
After presenting the optimal stopping problem and a classical example, we present some recent results in optimal stopping for Lévy processes and multidimensional diffusions. The possibility of extending this results to one-dimensional diffusion with discontinuous coefficients will be discussed.