MATH SEMINAR:The planar Skorokhod embedding problem
Speaker: Maher Boudabra
Title: The planar Skorokhod embedding problem
Date/Time: 30 December 2021 / 12:40 - 13:30
Abstract: If is a distribution, is there a planar domain for which the real part of a stopped planar Brownian motion upon exiting has the distribution ? 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.