Dear All, You are kindly invited to attend the next Stochastics and Finance seminar. On Wednesday March 24 at 8pm (Sydney time) Tiziano De Angelis will give a talk via Zoom. Please note this is an evening seminar. Zoom link: https://uni-sydney.zoom.us/j/87491585109 Speaker: Prof Tiziano De Angelis (University of Turin) Title: Dynkin games with partial and asymmetric information Abstract: I will review some recent results obtained in collaboration with Ekström, Glover, Merkulov and Palczewski concerning existence of equilibria for Dynkin games with partial and asymmetric information. I will illustrate explicit solutions to two specific problems: a zero-sum game with asymmetric information on the drift of a geometric Brownian motion and a non-zero sum game with uncertain competition. I will then present a general result for the existence of a saddle point in zero-sum non-Markovian Dynkin games. The construction of all equilibria relies upon the use of randomised stopping times. The talk is based on https://arxiv.org/abs/1810.07674 (Math. Oper. Res. 2020, to appear) https://arxiv.org/abs/1905.06564 (Stoch. Process. Appl. 130 (2020), pp. 6133-6156) https://arxiv.org/abs/2007.10643 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