Description
In this talk, I will explain how to define a good notion of conditional expectation constrained to live in a non convex smooth domain of $R^d$. I will present some existence and uniqueness results obtained with J.-F. Chassagneux (Univ. Paris Cité) and S. Nadtochiy (IIT Chicago) under appropriate assumptions. I will also explain how to improve our results in dimension 2 by using a more geometric approach. This last part is a work in progress with M. Arnaudon (Univ. Bordeaux), J.-F. Chassagneux (Univ. Paris Cité) and S. Nadtochiy (IIT Chicago).
