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VERSION:2.0
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METHOD:PUBLISH
BEGIN:VEVENT
DTSTAMP:20260218T110851Z
DTSTART:20260304T150000Z
DTEND:20260304T160000Z
SUMMARY:Probability Seminar: John Moriarty - Harmonic envelope representa
 tions for multidimensional optimal stopping
UID:{http://www.columbasystems.com/customers/uom/gpp/eventid/}d1ow-mlrxit
 hb-fwyy4g
DESCRIPTION:John Moriarty (Queen Mary University of London) will speak at
  the Probability seminar.\n\nTitle: Harmonic envelope representations fo
 r multidimensional optimal stopping\n\nAbstract: We develop a constructi
 ve representation for the optimal stopping of multidimensional Brownian 
 motion killed on exiting the unit ball. The value function is characteri
 sed as the pointwise infimum of certain harmonic majorants of the gain\,
  providing a multidimensional analogue of the classical envelope represe
 ntation of Dynkin and Yushkevich. Due to polar sets in higher dimensions
 \, a new class of branching piecewise potentials is needed to realise th
 e value function and optimal stopping rule. In this framework\, branchin
 g is iterated harmonic extension without requiring the matching of deriv
 atives. This is work in progress\, based on https://arxiv.org/abs/2505.0
 9725 [arxiv.org] .
STATUS:TENTATIVE
TRANSP:TRANSPARENT
CLASS:PUBLIC
LOCATION:Frank Adams 2\, Alan Turing Building\, Manchester
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