MATH SEMINAR:The planar Skorokhod embedding problem | Faculty of Engineering and Natural Sciences

Speaker: Maher Boudabra

Title: The planar Skorokhod embedding problem

Date/Time: 30 December 2021 / 12:40 - 13:30

Zoom: Meeting ID:https://sabanciuniv.zoom.us/j/91385640765?pwd=Tzd0NjMvUkdxemdKd2hFZHFCQ0Zldz09

Passcode: 274261

Abstract: If $\mu$ is a distribution, is there a planar domain $U$ for which the real part of a stopped planar Brownian motion upon exiting $U$ has the distribution $\mu$ ? The problem is often called the planar Skorokhod embedding problem. We show the problem is solvable (under some requirements) as well as a uniqueness criterion of the domain.

Bio: Maher Boudabra is a researcher in probability theory. He earned his PhD diploma in 2021 from Monash University. He works on planar Brownian motion theory and its related topics.