Saul Jacka - Towards a Theory of Control for General Levy-Type Jump Processes
| Dates: | 17 November 2021 |
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| Times: | 15:00 - 16:00 |
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| What is it: | Seminar |
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| Organiser: | Department of Mathematics |
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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
solutions.
Travel and Contact Information
Find event
https://zoom.us/j/97200455451
