Dependent Stopping Times in Stochastic Control - Lecture

Dependent Stopping Times in Stochastic Control - Lecture

Explore a 39-minute lecture on dependent stopping times delivered by Philip Protter at the "Advances in Stochastic Control and Optimal Stopping with Applications in Economics and Finance" meeting. Delve into this complex mathematical topic, recorded at the Centre International de Rencontres Mathématiques in Marseille, France. Access the video through CIRM's Audiovisual Mathematics Library or carmin.tv, where you can utilize features such as chapter markers and keywords to navigate specific sections. Benefit from enriched content including abstracts, bibliographies, and mathematical area classifications to enhance your understanding of this advanced mathematical concept.