Forthcoming Seminars
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Thu, 12/02/2009 17:00 |
Marco Ferreira (East Anglia) |
Logic Seminar |
L3 |
| In 1993 in his paper "A new strongly minimal set" Hrushovski produced a family of counter examples to a conjecture by Zilber. Each one of these counter examples carry a pregeometry. We answer a question by Hrushovski about comparing these pregeometries and their localization to finite sets. We first analyse the pregeometries arising from different variations of the construction before the collapse. Then we compare the pregeometries of the family of new strongly minimal structures obtained after the collapse. | |||
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Fri, 13/02/2009 09:30 |
Matt Telfer (Oxford) |
Industrial and Interdisciplinary Workshops |
DH 1st floor SR |
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Fri, 13/02/2009 14:15 |
Monique Jeanblanc (Evry) |
Nomura Seminar |
DH 1st floor SR |
Seminar also with N. El Karoui and Y. Jiao
Dynamic modelling of default time for one single credit has been largely studied in the literature. For the pricing and hedging purpose, it is important to describe the price dynamics of credit derivative products. To this end, one needs to characterize martingales in the various filtrations and calculate conditional expectations by taking into account of default information, often modelized by a filtration generated by the jump process related to the default time .
A general principle is to work with some reference filtration which is often generated by some given processes. The calculations are then achieved by a formal passage between the enlarged filtration and the reference one on the set and the models are developed on the filtration .
In this paper, we are interested in what happens after a default occurs, i.e., on the set . The motivation is to study the impact of a default event on the market, which will be important in a multi-credits setting. To this end, we adopt a new approach which is based on the knowledge of conditional survival probabilities. Inspired by the enlargement of filtration theory, we assume that the conditional law of admits a density.
We also present how our computations can be used in a multi-default setting. |
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Fri, 13/02/2009 14:30 |
Dr. Alison Rust (University of Bristol.) |
Mathematical Geoscience Seminar |
DH 3rd floor SR |
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Fri, 13/02/2009 16:30 |
Trevor Wood (University of Oxford) |
Junior Applied Mathematics Seminar |
DH 3rd floor SR |
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Mon, 16/02/2009 12:00 |
Andre Lukas (Oxford) |
String Theory Seminar |
L3 |
| We present a straightforward, algebraic method for calculating the Yukawa couplings of a large class of non-standard embedding heterotic compactifications on Calabi-Yau threefolds. Our methodology covers, although is not restricted to, the positive monads over complete intersection Calabi-Yau manifolds. The algorithm involves the manipulation of polynomials and can be straightforwardly implemented on a computer. We present explicit examples and show how models with one Higgs multiplet and a rank-one mass matrix can be engineered. | |||
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Mon, 16/02/2009 14:15 |
Daniel Ruberman (Brandeis) |
Geometry and Analysis Seminar |
L3 |
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Mon, 16/02/2009 14:15 |
Professor Xunyu Zhou (Oxford) |
Stochastic Analysis Seminar |
Oxford-Man Institute |
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Mon, 16/02/2009 15:45 |
Alain Valette (Universite de Neuchatel) |
Topology Seminar |
L3 |
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Mon, 16/02/2009 15:45 |
Dr Andrew Wade (Bristol) |
Stochastic Analysis Seminar |
Oxford-Man Institute |
| Motivated by ideal gas models in the low density regime, we study a randomly reflecting particle travelling at constant speed in an unbounded domain in the plane with boundary satisfying a polynomial growth condition The growth rate of the domain, together with the reflection distribution, determine the asymptotic behaviour of the process. We give results on recurrence vs. transience, and on almost-sure-bounds for the particle including the rate of escape in the transient case. The proofs exploit a surprising relationship with Lamperti's problem of a process on the half-line with asymptotically zero drift. This is joint work with Mikhail Menshikov and Marina Vachkovskaia. | |||
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Mon, 16/02/2009 16:00 |
George Walker (Oxford) |
Junior Number Theory Seminar |
SR1 |
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Mon, 16/02/2009 17:00 |
Reiner Schätzle (Tübingen University) |
Partial Differential Equations Seminar |
Gibson 1st Floor SR |
We prove the existence of a smooth minimizer of the Willmore energy in the class of conformal immersions of a given closed Riemann surface
into , , if there is one conformal immersion with Willmore energy smaller than a certain bound depending on codimension and genus of the Riemann surface. For tori in codimension , we know . Joint work with Enrst Kuwert. |
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Tue, 17/02/2009 12:00 |
Paul Sutcliffe (Durham) |
Quantum Field Theory Seminar |
L3 |
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Tue, 17/02/2009 14:15 |
Jacob Rasmussen (Cambridge) |
Algebraic and Symplectic Geometry Seminar |
Higman Room |
Khovanov homology is an invariant of knots in . In its original form,
it is a "homological version of the Jones polynomial"; Khovanov and
Rozansky have generalized it to other knot polynomials, including the
HOMFLY polynomial.
The first talk will be an introduction to Khovanov homology and its generalizations. |
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Tue, 17/02/2009 14:30 |
Dudley Stark (QMUL) |
Combinatorial Theory Seminar |
L3 |
| The conjecture was made by Pemantle that a forest chosen uniformly at random from all forests in any finite graph G has the edge-negative association property. We use enumerative methods to show that this conjecture is true for n large enough when G is a complete graph on n vertices and derive related results for random trees. | |||
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Tue, 17/02/2009 15:45 |
Jacob Rasmussen (Cambridge) |
Algebraic and Symplectic Geometry Seminar |
L3 |
Khovanov homology is an invariant of knots in . In its original form,
it is a "homological version of the Jones polynomial"; Khovanov and
Rozansky have generalized it to other knot polynomials, including the
HOMFLY polynomial.
In the second talk, I'll discuss how Khovanov homology and its generalizations lead to a relation between the HOMFLY polynomial and the topology of flag varieties. |
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Tue, 17/02/2009 16:30 |
Dr Greg King (Portugal) |
Geophysical and Nonlinear Fluid Dynamics Seminar |
Dobson Room, AOPP |
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Tue, 17/02/2009 17:00 |
John Weir (King's College, London) |
Functional Analysis Seminar |
L3 |
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Tue, 17/02/2009 17:00 |
David Hernandez (Paris) |
Algebra Seminar |
L2 |
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Wed, 18/02/2009 11:30 |
David Craven (University of Oxford) |
Algebra Kinderseminar |
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| The subgroup growth of finitely generated groups was seen last term, in a lecture of Dan Segal. This time, we see representation growth, and how it is similar to, and different from, subgroup growth. | |||

generated by the jump process related to the default time
.
A general principle is to work with some reference filtration
which is often generated by some given processes. The calculations are then achieved by a formal passage between the enlarged filtration and the reference one on the set
and the models are developed on the filtration
. The motivation is to study the impact of a default event on the market, which will be important in a multi-credits setting. To this end, we adopt a new approach which is based on the knowledge of conditional survival probabilities. Inspired by the enlargement of filtration theory, we assume that the conditional law of
,
, if there is one conformal immersion with Willmore energy smaller than a certain bound
depending on codimension and genus
of the Riemann surface. For tori in codimension
, we know
. Joint work with Enrst Kuwert.
. In its original form,
it is a "homological version of the Jones polynomial"; Khovanov and
Rozansky have generalized it to other knot polynomials, including the
HOMFLY polynomial.
The first talk will be an introduction to Khovanov homology and its generalizations.