Optimal Brownian stopping when the source and target are radially symmetric distributions

Nassif Ghoussoub, Young-Heon Kim, Tongseok Lim

Given two probability measures $\mu ,\nu$ on ${\mathbb{R}}^d$, in subharmonic order, we describe optimal stopping times $\tau$ that maximize/minimize the cost functional $\mathbb{E} |B_0 -…