Prof. Arturo
Kohatsu-Higa
Department
of Mathematical Sciences
Ritsumeikan University
1-1-1
Nojihigashi, Kusatsu, Shiga, 525-8577, Japan
Will
give the talk:
Can we differentiate a stopping time?
Abstract: In various situations, one may be interested in the concept of differentiation of random variables or processes with respect to some underlying parameters.
We will discuss this possibility in the case of random variables related to stopping times. Rather than discussing general theory (which we may), we will present basic examples that give hints about
the general results and exhibit the difficulties involved in the development of general results.