Saul Jacka - Towards a Theory of Control for General Levy-Type Jump Processes
|Starts:||15:00 17 Nov 2021|
|Ends:||16:00 17 Nov 2021|
|What is it:||Seminar|
|Organiser:||Department of Mathematics|
Saul Jacka (University of Warwick) will speak in the Probability seminar.
The talk will discuss a theory for control via dynamic control of the (infinite activity) Levy measure (rather than taking a fixed Levy-driver).
It will mainly focus on the theory of such controlled processes and verification theorems but will also discuss viscosity
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