KTH Matematik |
Tid: 13 febuari 2012 kl 15.15-16.00. Seminarierummet 3721, Institutionen för matematik, KTH, Lindstedts väg 25, plan 7. Karta!Föredragshållare: Professor Professor Paavo Salminen, Matematiska institutionen, Åbo Akademi, Åbo, Finland Titel: Optimal stopping of strong Markov processes Abstract: The theory of optimal stopping is the crucial tool in, e.g.,
supτ∈M Ex(G(Xτ))= Ex(G(Xτ*))= where X is the underlying process and M is the set of all stopping times in the natural filtration of X. We focus on verification theorems obtained by
Abstract as pdf-file. |
Sidansvarig: Filip Lindskog Uppdaterad: 25/02-2009 |