Dear All, You are kindly invited to attend the next Stochastics and Finance seminar. On Wednesday March 10 at 8pm (Sydney time) Matteo Burzoni will give a talk via Zoom. Please note this is an evening seminar. Zoom link: https://uni-sydney.zoom.us/j/87491585109 Speaker: Dr Matteo Burzoni (University of Milan) Title: Mean Field Games with absorption and a model of bank run Abstract: We consider a MFG problem obtained as the limit of N-particles systems with an absorbing region. Once a particle hits such a region, it leaves the game and the rest of the system continues to play with N-1 particles. We study existence of equilibria for the limiting problem in a framework with common noise and establish the existence of epsilon Nash equilibria for the N-particles problems. These results are applied to a novel model of bank run. This is a joint work with L. Campi. http://www.maths.usyd.edu.au/u/SemConf/Stochastics_Finance/seminar.html Please feel free to forward this message to anyone who might be interested in this talk. Kind regards, Anna