14:15
14:15
Torsion in cohomology, and torsors for simple algebraic groups
16:30
14:30
How does an amoeba tackle some geometrical puzzles? Smartness based on pattern formation of cellular rhythms
14:15
Inf-convolution of convex risk emasures and optimal risk transfer
Abstract
We develop a methodology to optimally design a financial issue to hedge
non-tradable risk on financial markets.The modeling involves a minimization
of the risk borne by issuer given the constraint imposed by a buyer who
enters the transaction if and only if her risk level remains below a given
threshold. Both agents have also the opportunity to invest all their residual
wealth on financial markets but they do not have the same access to financial
investments. The problem may be reduced to a unique inf-convolution problem
involving some transformation of the initial risk measures.
16:30
16:30
Models for discontinuous hypercritical shallow
water flows/
Problems in Shaped Charge Mechanics
14:30
Exponential Brownian motion and divided differences
Abstract
We calculate an analytic value for the correlation coefficient between a geometric, or exponential, Brownian motion and its time-average, a novelty being our use of divided differences to elucidate formulae. This provides a simple approximation for the value of certain Asian options regarding them as exchange options. We also illustrate that the higher moments of the time-average can be expressed neatly as divided differences of the exponential function via the Hermite-Genocchi integral relation, as well as demonstrating that these expressions agree with those obtained by Oshanin and Yor when the drift term vanishes.
16:00
Galois groups of p-class towers
Abstract
Galois groups of p-class towers of number fields have long been a mystery,
but recent calculations have led to glimpses of a rich theory behind them,
involving Galois actions on trees, families of groups whose derived series
have finite index, families of deficiency zero p-groups approximated by
p-adic analytic groups, and so on.
17:00
15:00
12:00
17:00
Half-eigenvalues and semilinear problems with jumping nonlinearities
Abstract
We consider semilinear Sturm-Liouville and elliptic problems with jumping
nonlinearities. We show how `half-eigenvalues' can be used to describe the
solvability of such problems and consider the structure of the set of
half-eigenvalues. It will be seen that for Sturm-Liouville problems the
structure of this set can be considerably more complicated for periodic than
for separated boundary conditions, while for elliptic partial differential
operators only partial results are known about the structure in general.
17:00
TBA
Abstract
We construct spaces of manifolds of various dimensions following
Vassiliev's approach to the theory of knots. These are infinite-dimensional
spaces with hypersurface, corresponding to manifolds with Morse singularities.
Connected components of the complement to this discriminant are homotopy
equivalent to the covering spaces of BDiff(M). These spaces appear to be a
natural base over which one can consider parametrised versions of Floer and
Seiberg-Witten theories.
15:45
TBA
Abstract
14:15
15:15
16:30
14:30