Oxford

Marstrand's Theorem is a one of the classic results of Geometric Measure Theory, amongst other things it says that fractal measures do not have density. All methods of proof have used symmetry properties of Euclidean space in an essential way. We will present an elementary history of the subject and state a version of Marstrand's theorem which holds for spaces whose unit ball is a polytope.

While the classification of crystals made up by just one atom per cell is well-known and understood (Bravais lattices), that for more complex structures is not. We present a geometric way classifying these crystals and an arithmetic one, the latter introduced in solid mechanics only recently. The two approaches are then compared. Our main result states that they are actually equivalent; this way a geometric interpretation of the arithmetic criterion in given. These results are useful for the kinematic description of solid-solid phase transitions. Finally we will reformulate the arithmetic point of view in terms of group cohomology, giving an intrinsic view and showing interesting features.

The first seminar will be given with the new students in

mind. It will begin with a brief overview of quantifier elimination and its

relation to the back-and-forth property.I shall then discuss complexity issues

with particular reference to algebraically closed fields.In particular,how much

does the height and degree of polynomials in a formula increase when a

quantifier is eliminated? The precise answer here gave rise to the definition

of a `generic' transcendental entire function,which will also be

discussed.

Complete stochastic volatility models provide prices and

hedges. There are a number of complete models which jointly model an

underlying and one or more vanilla options written on it (for example

see Lyons, Schonbucher, Babbar and Davis). However, any consistent

model describing the volatility of options requires a complex

dependence of the volatility of the option on its strike. To date we

do not have a clear approach to selecting a model for the volatility

of these options