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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

Zoom: Meeting ID:

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.