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Optimal Skorokhod embedding problem

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time and again and if you can get to for granted at the top the English so 1st thanks the organizers for to present here and I many intact about something related to the of most good unveiling program which is based on the joint work with Chopin and that as it's all just good embedding program and to present some problems distribution reliance I saw law of the promotion stopped at some stock kind so that's to say given some broad emotion defined Austin private space and probably the major it's a problem consists in finding a certain kind this is the stop precise speed by Todd is uniformly inoperable and that the random variable be tall has a given long section starting times is Europe called an invading or solution to the problem roughly speaking and there up to formulations of the problems in the existing literature this is the first one With states the stocking time resist spiked with the brewing infiltrations I think the filtration I've unusual future generated by the broom motion in the 2nd 1 with introduce son additional randomness and we can see the latter few tradition for the stock times this program is initialed by strolled and the various solutions opportunity of a Avera idea is falling the compare a realization of a boarding pass to another Val control provide precise security depending on the promotion and user later too decide when to stop the former so if the take this welcome to process flight to be team determines that precisely gets a new solution if takes around began an immediate solution has to take some local time again morass solution I felt more interesting but fairest solution is enjoying automated To be defined under 40 we take their roots solution that so this sluiced through trades construct the Susana some worst sites which called the barrier a berries cited but but it is closed yeah right so when deceitful any element of this side we take any elements of that things right left that sliced right through this scheme so it not a game a set of such a breath of his collarbone tho road constructed this solution by some bite by constructing some some some well defined Berry this way as the 1st picking 10 and it is
shown by real solution maximize this altered still this ultimate vision problems he found its way some the rules I'm mating did the maxim either for this program among all the animating and prudent prodigy what but but however and it is natural to ask if we consider some known locally and functional 5 in his this past dependent is of this form could read Starting systematically this also mentioned problems and you wonder why there off addition problem given under the different formulations means a straw from Asia and the weak from nations that it plans gender and more work what we wonder why may constructed for genuflection of flight as the optimizer history not coming here have some character animation for this ultimate the case but it was
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every subsides of borrowing in the final set another and Dominique such that each element could be expanding and strictly income look at this all the notation about how made provides the married that his column wanted the principle so if they disassembled from either and the Japanese no judge again denies this we may find some our site Denmark such that the was of the mother is supported on grammar and more over the intersection Of the site of last year has changed their collection also compares with this product isn't so is it easy to into this is a list of equality so losers tinting if if not if women fans sometimes some elements in this that Of these 2 sides but such that it belongs to this goal but the cycles Stockel past so imagine made Clark the answer and services 2 parked the part of every and every past along this mn also adamant belonged to a company signed pasted the 2 gamma so women a day of surmise and thinking of to improve the value of their expectations so this is is contradicts the automated Phil and for less this so is this the charity of his address result we have obtained now we will make it through this 3 lots of new Unite the Union there myself of a completely different major nation so but at this back with
the roof solution and City Hall true pride is construction by this principle I let the Swede pink and if we take down the opposite and support of option either Peabody stock the then we defended the just when the ECB computer it can carry of the fight and 2 0 2 2 4 was a form of genocide .period go past it could use its immunity to deduce that has changed writes in its way and the by the monsters the principal persists in section is empty so when they seduced that as a barrier must be right I need this fall so this you can can't it's pride and so on Group solution and as far as I know all there and Beijing's that enjoyed off mighty isn't straight can be interpreted by this unifying principles we're going to finish I would like to make some comments 1st and cost and can that there is this another of another side has to stop that depends on the call from either such men this the intruder hosts at the fair will find something bigger and bigger sites I stress star on the Jake such such that this this 1 this intersection and it an overly extended our fees to them article marginal cases it's the same the slightly modified from a nation amid conceded but I March pulled I struggled and made preference director of margins obviously this matter must too it is regretful Sci-Fi Summer condition scored Peacock put issues "quotation mark Wisconsin in French so forth such turbulent my care of my nose when they study creates of problem in the same way and exhibition a single and the last comment I would like to make it In the finger the Justice said exquisite the song these stories and has you what this is like the original score of 1 of it's 1 of your people remember from the original rule construction was based on this point arguments would not be the committee will he and his mother considerations related to In computer it is not the only ones to compute what is area the you go there and accurate nest depends on so very particular structure of this function flight if for that we find the good tool square is acts square all this room square brutal thanks so the but I see construction of such a barrier in this but in general yes it has not been it cannot be an ex-priest very at the constructed if you consider just considered strictly concave faction fights but after worse and it is this problem started adviser pretenses potential usury and extending tools on minor cases to injure a recent paper of cops and and the all going into the the where and this this is all optional on bathing is constructed the injury but says it gives more technical and so I want to say I just want to offset that using this unifying principle we cannot computes the computer explicitly tool for all the existing unveilings but women find felt halted colleagues can be and how it can be constructed for example for the undermining may of have so we know that some of them creating faction and the folds of running a maximum that's no cause to alter nominees decline has just entire section that he clearly didn't want to this 1 so January 4 summers this occurred sampled the food can be calculated so think it can be accurately .period down but you do this career we cannot we've recovered this is the decade formally Spotify fight between us and them must exist some lingering infections national group few and
Distributionstheorie
Addition
Distributionstheorie
Grothendieck-Topologie
Güte der Anpassung
Element <Mathematik>
Gesetz <Physik>
Zeitzone
Raum-Zeit
Computeranimation
Menge
Spieltheorie
Rechter Winkel
Freier Ladungsträger
Randomisierung
Garbentheorie
Wurzel <Mathematik>
Optimierung
Ideal <Mathematik>
Aggregatzustand
Feuchteleitung
Distributionstheorie
Addition
Topologische Einbettung
Grothendieck-Topologie
Element <Mathematik>
Extrempunkt
Minimierung
Element <Gruppentheorie>
Schlussregel
Bilinearform
Biprodukt
Punktspektrum
Raum-Zeit
Computeranimation
Objekt <Kategorie>
Funktion <Mathematik>
Schwebung
Fächer <Mathematik>
Geschlecht <Mathematik>
Vorzeichen <Mathematik>
Optimierung
Analytische Fortsetzung
Lineare Abbildung
Nebenbedingung
Lineares Funktional
Dualitätstheorie
Gruppe <Mathematik>
Extrempunkt
Minimierung
Klasse <Mathematik>
Güte der Anpassung
Natürliche Zahl
Globale Optimierung
Zahlenbereich
Permutation
Raum-Zeit
Computeranimation
Erwartungswert
Ungleichung
Vier
Funktion <Mathematik>
Konditionszahl
Konstante
Wiener-Hopf-Gleichung
Vorlesung/Konferenz
Garbentheorie
Optimierung
Resultante
Theorem
Dualitätstheorie
Klasse <Mathematik>
Gruppenkeim
Transportproblem
Sommerzeit
Computeranimation
Monster-Gruppe
Konstante
Zusammenhängender Graph
Analytische Fortsetzung
Schnitt <Graphentheorie>
Schwarzsches Lemma
Leistung <Physik>
Lineares Funktional
Kategorie <Mathematik>
Globale Optimierung
Primideal
Frequenz
Menge
Ultimatumspiel
Arithmetisches Mittel
Funktion <Mathematik>
Mereologie
Strategisches Spiel
Körper <Physik>
Garbentheorie
Innerer Punkt
Resultante
Randverteilung
Theorem
Vektorpotenzial
Punkt
Extrempunkt
Besprechung/Interview
Gruppenkeim
Element <Mathematik>
Bilinearform
Analysis
Computeranimation
Eins
Monster-Gruppe
Erwartungswert
Zahlensystem
Algebraische Struktur
Fächer <Mathematik>
Freier Ladungsträger
Gravitationsgesetz
Feuchteleitung
Lineares Funktional
Parametersystem
Grothendieck-Topologie
Physikalischer Effekt
Güte der Anpassung
Globale Optimierung
Übergang
Schlussregel
Biprodukt
Menge
Quadratzahl
Differenzkern
Menge
Flächeninhalt
Konditionszahl
Mereologie
Dreiecksfreier Graph
Randverteilung
Garbentheorie
Faltung <Mathematik>
Gammafunktion

Metadaten

Formale Metadaten

Titel Optimal Skorokhod embedding problem
Serientitel Les Probabilités de Demain
Teil 05
Anzahl der Teile 17
Autor Guo, Gaoyue
Lizenz CC-Namensnennung 3.0 Unported:
Sie dürfen das Werk bzw. den Inhalt zu jedem legalen Zweck nutzen, verändern und in unveränderter oder veränderter Form vervielfältigen, verbreiten und öffentlich zugänglich machen, sofern Sie den Namen des Autors/Rechteinhabers in der von ihm festgelegten Weise nennen.
DOI 10.5446/20263
Herausgeber Institut des Hautes Études Scientifiques (IHÉS)
Erscheinungsjahr 2016
Sprache Englisch

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Fachgebiet Mathematik

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