Learning to Optimally Stop Diffusion Processes

In this 29-minute conference talk from the Fields Institute, join Columbia University speaker Xunyu Zhou as he explores the mathematics of optimally stopping diffusion processes. Presented as part of the Fields-CFI Conference on Optimal Stopping and Its Applications in Finance and Insurance on May 12, 2025, the lecture delves into advanced mathematical concepts related to stochastic processes and their applications. Discover cutting-edge research on determining optimal stopping times for continuous-time processes, with significant implications for financial modeling and insurance mathematics. Access the full abstract for more detailed information about this specialized mathematical presentation at the Fields Institute website.