Speaker: Paavo Salminen, Akademi University, Faculty of Science and Engineering, Finland
Time: 14h00, Wednesday, March, 16, 2016
Location: Room 6, Building A14, Institute of Mathematics, 18 Hoang Quoc Viet, Cau Giay, Hanoi
Abstract: In this talk I describe my recent research work in stochastics, discuss its potential applications and future developments. In particular, I focus firstly on the theory of optimal stopping and secondly on calculations of distributions of functionals of diffusions, L\'evy processes, and processes with independent increments. The presentation is descriptive avoiding technical details. |
