Welcome to the 'Optimal Stopping and Related Fields Seminar,' organized by Steven Campbell, Georgy Gaitsgori, and Ioannis Karatzas.
The seminar meets in-person in Columbia University on Firdays at 4:45 pm in Math room 520.
This seminar is the logical continuation of the seminar held in Fall 2025 - Optimal Stopping Seminar - Fall 2025.
If you would like to come or to be added on the mailing list, please email gg2793@columbia.edu.
| Date and time | Speaker | Title and abstract |
|---|---|---|
| Friday, February 6, 4:45 pm | Yuqiong Wang (University of Michigan) |
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| Date and time | Speaker | Title and abstract |
|---|---|---|
| Friday, February 13, 4:45 pm | Steven Campbell (Columbia University) |
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| Friday, February 20, 4:45 pm | Karl Kristian Engelund (University of Copenhagen) |
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| Friday, February 27, 4:45 pm | David Itkin (LSE) |
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| Friday, March 6, 4:45 pm | Richard Groenewald (Bank of America) |
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| Friday, March 13, 4:45 pm | Tiziano De Angelis (University of Torino) |
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| Friday, March 20, 4:45 pm | No seminar (Spring break) |
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| Friday, April 3, 4:45 pm | Erhan Bayraktar (University of Michigan) |
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| Friday, April 10, 4:45 pm | Tomoyuki Ichiba (University of California Santa Barbara) |
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| Friday, April 17, 4:45 pm | Georgy Gaitsgori (Columbia University) |
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| Friday, April 24, 4:45 pm | Philip A. Ernst (Imperial College London) |
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| Friday, May 1, 4:45 pm | Ioannis Karatzas (Columbia University) |
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| Date and time | Speaker | Title and abstract |
|---|---|---|
| Friday, January 30, 12:15 pm | Goran Peskir (University of Manchester) | The Dubins constants for Walsh's spider process
A long-standing open problem of L. E. Dubins seeks to determine the maximal expected range of Walsh's spider process on n edges per root of the expected stopping time. The solution is known for n=1 (1988) and n=2 (2009). In this talk I will present the solution for n>=3. |