Kings College London

 In the first part of the talk, we present some recent and new developments in the theory of control and optimal stopping with nonlinear expectations. We first introduce an optimal stopping game with nonlinear expectations (Generalized Dynkin Game) in a non-Markovian framework and study its links with nonlinear doubly reflected BSDEs. We then present some new results (which are part of an ongoing work) on mixed stochastic stochastic control/optimal stopping problems (as well as stochastic control/optimal stopping game problems) in a non-Markovian framework and their relation with constrained reflected BSDEs with lower obstacle (resp. upper obstacle). These results are obtained using some technical tools of stochastic analysis. In the second part of the talk, we discuss applications to the $\cal{E}^g$ pricing of American options and Game options in complete and incomplete markets (based on joint works with M.C.Quenez and Agnès Sulem).
 

I shall discuss Zauner's conjecture about the existence of n^2 mutually equidistant points in complex projective space CP^{n-1} with its standard Fubini-Study metric. This is the so-called SIC-POVM problem, and is related to properties of the moment mapping that embeds CP^{n-1} into the Lie algebra su(n). In the case n=3, there is an obvious 1-parameter family of such sets of 9 points under the action of SU(3) and we shall sketch a proof that there are no others. This is joint work with Lane Hughston.

I will discuss results on the characterization of minimal weights of mod-p Hilbert modular forms using results on stratifications of Hilbert Modular Varieties.  This is joint work with Fred Diamond.

In this talk I will present a class of super-Wilson loops in N=4 super Yang-Mills theory. The expectation value of these operators has been shown previously to be invariant under a Yangian symmetry. I will show how the kinematics of such super-Wilson loops can be described in a twistorial way and how this leads to compact, manifestly super-conformal invariant expressions for some two-point functions.
 

It was discovered in the 1970s that black holes are thermodynamic objects carrying entropy, thus suggesting that they are really an ensemble of microscopic states. This idea has been realized in a remarkable manner in string theory, wherein one can describe these ensembles in a class of models. These ensembles are known, however, to contain configurations other than isolated black holes, and it remains an outstanding problem to precisely isolate a black hole in the microscopic ensemble. I will describe how this problem can be solved completely in N=4 string theory. The solution involves surprising relations to mock modular forms -- a class of functions first discovered by S. Ramanujan about 95 years ago. 

With few exceptions, optimal stopping assumes that the underlying system is stopped immediately after the decision is made. 
In fact, most stoppings take time. This has been variously referred to as "time-to-build", "investment lag" and "gestation period", 
which is often non negligible. 
In this talk, we consider a class of optimal stopping/switching problems with delivery lags, or equivalently, delayed information, 
by using reflected BSDE method. As an example, we study American put option with delayed exercise, and show that it can be decomposed 
as a European put option and a premium, the latter of which involves a new optimal stopping problem where the investor decides when to stop
to collect the Greek theta of such a European option. We also give a complete characterization of the optimal exercise boundary by resorting to free boundary analysis.  

Joint work with Zhou Yang and Mihail Zervos. 

I shall demonstrate, under some mild assumptions, that the symmetry group of  extreme, Killing, supergravity horzions contains an sl(2, R) subalgebra.  The proof requires a generalization of the  Lichnerowicz theorem for non-metric connections. The techniques developed can also be applied in the classification
of AdS and Minkowski flux backgrounds.
 

I will discuss how singular fibers in higher codimension in elliptically fibered Calabi-Yau fourfolds can be studied using Coulomb branch phases for d=3 supersymmetric gauge theories. This approach gives an elegent description of the generalized Kodaira fibers in terms of combinatorial/representation-theoretic objects called "box graphs", including the network of flops connecting distinct small resolutions. For physics applications, this approach can be used to constrain the possible matter spectra and possible U(1) charges (models with higher rank Mordell Weil group) for F-theory GUTs.

Computational models of the heart have been primarily developed to simulate, analyse and understand experimental measurements. Increasingly biophysical models are being used to understand cardiac disease and pathologies in patients. This shift from laboratory to clinical contexts requires the development of new modelling frameworks to simulate pathological states that invalidate assumptions in existing modelling frameworks, work flows to integrate multiple data sets to constrain model parameters and an understanding of the clinical questions that models can answer. We report on the development and application of biophysical modelling frameworks representing the cardiac electrical and mechanical systems, which are currently being customised for modelling cardiac pathologies.