The speaker, Maher Boudabra, is currently an assistant professor at King Fahd University of Petroleum and Minerals. He earned his PhD from Monash University in 2021. Maher Boudabra got his agrégation diploma from the Ecole Normale of Tunis in 2014. Then he was appointed as a lecturer at Monastir Preparatory Engineering Institute.
His main research area is probability
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Register to attend: https://univ-lille-fr.zoom.us/webinar/register/WN_uBr0lz4UTUyLNe0bx37mbg |
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Date | Thursday, January 26, 2023 |
Time | 14:00-15:00 (UTC) |
Speaker | Prof. Maher Boudabra |
Affiliation | King Fahd University of Petroleum and Minerals |
Domain | Probability |
Title | On the planar Skorokhod embedding problem |
Abstract |
Let \mu is a distribution with a finite second moment, is there a planar domain U for which the real part of a stopped planar Brownian motion upon exiting U has the distribution \mu along with a finite exit time average ? The problem is called the planar Skorokhod embedding problem. It turns out that the problem is solvable. An outline of the problem and its first solution is given, as well as our contribution to it. The talk is a joint work with my supervisor Dr Greg Markowsky from Monash University. |