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# Optimal Skorokhod embedding problem

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Erkannte Entitäten

Sprachtranskript

00:05

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

03:46

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

05:00

married out of this topic is twofold 1st but gives some from 3 weeks formulation of optimist school lamenting problem and until the corresponding Gennady In the 2nd 2nd away derive some principle which is called Montas said principal allowing true characterized odds might the German export look looking its due to formulate and this program we introduce some space continuous factions starting and Nero and we define the lacked space only the bar by the production alone began optimist so the based on the Bali fans accounted to the team I defend this way so that we introduce some filtration so the object came out to introduce this year is we are sure that fell on the ground made and is a sometimes the spectrum this so referee thinking we construct some pro space as a very old represent that I'm beatings and the starting times you things that probably his Myers on this 2 but Peabody the peso prominent Myers all these products based on the baht that he is broad emotional isn't I've Barbara motion and admire answers as precise stopped by he is uniformly integral so for any given signs the provision I'm you reconsider the Southside P Bartholomew as the site embedding take as for

07:04

the optimization program and where consider is probably fall restricted class of functions which of course not wanted to but he that means this functional depends upon us up to up to tee up to 6 Phil 4th section of the city but the function fine so obstacles good I'm betting problem is defined as an maximum Of this expectation all were all provincial Myers people are in the side people from you this is a private problem so we wonder why there's off my that exists and Hall to characterize this automated so too unless we 1st introduced is a new formulation and then established the crowd get so let them down in the space of confuse functions the final are visiting grows and the letter at BP's initial future showed the promotion B and P 0 preserving a mail Philip Duke program is defined as foreign let's HP the collection of funds suitable precise such said when meet defined the stock has been to grow so we across some technical conditions for this age section and it is supposed to take an onshore to India to promoting felt defined the buys a cuckold number H section that this inequality house Peter almost free for all new guys in this space on and then the Duke program is defined as a minimum Of the integral of London resist sex from you as for Orlando which had been size so roughly speaking for the primary problem there up

09:13

to cancel of constraints 1st is required to hives again along the and 2nd as the use of promotion and the Samarkand so would buy their eyes respecting

09:24

this tool can have constrained by introducing late stockists in grow as from articles and that some some functions depending on the community so

09:39

assume that this section noted that opposition continues with the respect to the 1st component of his that 2nd can only see that there is nothing that there exists an ultimatum please boss .period and more work charity hose that's what's in the majors and to have this charity With the happens judges may revisit some monsters which is introduced by book for spending cuts and schools Sundance 14 that bake provide a new approved by using this strategy and Zoe crew children cross sections here but more work have been as Harry continues Martin Rees time change promotion and women use this tragic result will study but class continuous time Martin milking transport problems I told you have to soak knowledge during tools describes a monster suppressed we need as a definition of the so-called stop-go pattern so what is the stock 1 it's like Campo is a couple amends the Omega bar such marriages surpassed determines that's what past interior has the same name if could only get the past equal to get primes the prime and more work this property is satisfied his part if for many New past which is not reduced from there it has some strictly within last 2 4 INI past Yuming a bar if we proceed to I fear I've reprises only prime and Jamie group presence on field if we pieces pass along it is always optional to perceived to G so that's best means which was it as this means according to the power optional is always optional 2 page it's about the cost 2 tools only about trying Van them only about then fall

12:19

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

14:35

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

00:00

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

03:45

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

07:02

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

09:22

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

12:15

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 |

#### Inhaltliche Metadaten

Fachgebiet | Mathematik |