Tue, 17 Jan 2017

15:45 - 16:45
L4

The universal property of derived geometry

Andrew MacPherson
(London)
Abstract

I'll show how a simple universal property attaches a category of derived manifolds to any category with finite products and some suitable notion of "topology". Starting with the category of real Euclidean spaces and infinitely differentiable maps yields the category of derived smooth manifolds studied by D. Spivak and others, while starting with affine spaces over some ring and polynomial maps produces a flavour of the derived algebraic geometry of Lurie and Toen-Vezzosi.

I'll motivate this from the differentiable setting by showing that the universal property easily implies all of D. Spivak's axioms for being "good for intersection theory on manifolds".

Fri, 24 May 2013

16:00 - 17:00
DH 1st floor SR

Markov Modulated Weak Stochastic Maximum Principle

Harry Zheng
(London)
Abstract

In this paper we prove a weak necessary and sufficient maximum principle for Markov regime switching stochastic optimal control problems. Instead of insisting on the maximum condition of the Hamiltonian, we show that 0 belongs to the sum of Clarke's generalized gradient of the Hamiltonian and Clarke's normal cone of the control constraint set at the optimal control. Under a joint concavity condition on the Hamiltonian and a convexity condition on the terminal objective function, the necessary condition becomes sufficient. We give four examples to demonstrate the weak stochastic maximum principle.

Tue, 25 Sep 2012

09:30 - 10:30
L1

Patching functors and the cohomology of Shimura curves

Toby Gee
(London)
Abstract

I will explain recent joint work with Matthew Emerton and David Savitt, in which we relate the geometry of various tamely potentially Barsotti--Tate deformation rings for two-dimensional Galois representations to the integral structure of the cohomology of Shimura curves. As a consequence, we establish some conjectures of Breuil regarding this integral structure.
The key technique is the Taylor--–Wiles--–Kisin patching argument, which,when combined with a new, geometric perspective on the Breuil–--Mezard conjecture, forges a tight link between the structure of cohomology (a global automorphic invariant) and local deformation rings (local Galois-theoretic invariants).

Mon, 13 Jun 2011
14:15
Oxford-Man Institute

Model independent bound for option pricing: a stochastic control aproach

Nizar Touzi
(London)
Abstract

This problem is classically addressed by the so-called Skorohod Embedding problem. We instead develop a stochastic control approach. Unlike the previous literature, our formulation seeks the optimal no arbitrage bounds given the knowledge of the distribution at some (or various) point in time. This problem is converted into a classical stochastic control problem by means of convex duality. We obtain a general characterization, and provide explicit optimal bounds in some examples beyond the known classical ones. In particular, we solve completely the case of finitely many given marginals.

Fri, 27 Nov 2009
16:30
L2

Finite generation of the canonical ring after Lazic

Professor Alessio Corti
(London)
Abstract

A key birational invariant of a compact complex manifold is its "canonical ring."

The ring of modular forms in one or more variables is an example of a canonical ring. Recent developments in higher dimensional algebraic geometry imply that the canonical ring is always finitely generated:this is a long-awaited major foundational result in algebraic geometry.

In this talk I define all the terms and discuss the result, some applications, and a recent remarkable direct proof by Lazic.

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