Speaker:
Ankush Agarwal, TIFR
Webpage:
Time:
Friday, 11 May 2012, 15:00 to 16:30
Venue:
- A-212 (STCS Seminar Room)
Organisers:
In this talk, we will see how to use variational inequalities to solve a particular optimal stopping problem under certain conditions on the underlying diffusion processes.