This talk will introduce the notion of quasi-convex subgroups. As an application, we will prove that the intersection of two finitely generated subgroups of a free group is again finitely generated.
We pursue robust approach to pricing and hedging in mathematical
finance. We develop a general discrete time setting in which some
underlying assets and options are available for dynamic trading and a
further set of European options, possibly with varying maturities, is
available for static trading. We include in our setup modelling beliefs by
allowing to specify a set of paths to be considered, e.g.
super-replication of a contingent claim is required only for paths falling
in the given set. Our framework thus interpolates between
model-independent and model-specific settings and allows to quantify the
impact of making assumptions. We establish suitable FTAP and
Pricing-Hedging duality results which include as special cases previous
results of Acciaio et al. (2013), Burzoni et al. (2016) as well the
Dalang-Morton-Willinger theorem. Finally, we explain how to treat further
problems, such as insider trading (information quantification) or American
options pricing.
Based on joint works with Burzoni, Frittelli, Hou, Maggis; Aksamit, Deng and Tan.
Stallings' theorem states that a finitely generated group splits over a finite subgroup if and only if it has more than one end. As a consequence of this, group splittings over finite subgroups are invariant under quasi-isometry. I will discuss a generalisation of Stallings' theorem which shows that under suitable hypotheses, group splittings over classes of infinite groups, namely coarse $PD_n$ groups, are also invariant under quasi-isometry.
A Kähler group is a group which can be realised as fundamental group of a compact Kähler manifold. I shall begin by explaining why such groups are not arbitrary and then address Delzant-Gromov's question of which subgroups of direct products of surface groups are Kähler. Work of Bridson, Howie, Miller and Short reduces this to the case of subgroups which are not of type $\mathcal{F}_r$ for some $r$. We will give a new construction producing Kähler groups with exotic finiteness properties by mapping products of closed Riemann surfaces onto an elliptic curve. We will then explain how this construction can be generalised to higher dimensions. This talk is independent of last weeks talk on Kähler groups and all relevant notions will be explained.
Given vectors $V = (v_i: i \in [n]) \in R^D$, we define the $V$-intersection of $A,B \subset [n]$ to be the vector $\sum_{i \in A \cap B} v_i$. In this talk, I will discuss a new, essentially optimal, supersaturation theorem for $V$-intersections, which can be roughly stated as saying that any large family of sets contains many pairs $(A,B)$ with $V$-intersection $w$, for a wide range of $V$ and $w$. A famous theorem of Frankl and Rödl corresponds to the case $D=1$ and all $v_i=1$ of our theorem. The case $D=2$ and $v_i=(1,i)$ solves a conjecture of Kalai.
Joint work with Peter Keevash.
The Turán number of an $r$-graph $G$, denoted by $ex(n,G)$, is the maximum number of edges in an $G$-free $r$-graph on $n$ vertices. The Turán density of an $r$-graph $G$, denoted by $\pi(G)$, is the limit as $n$ tends to infinity of the maximum edge density of an $G$-free $r$-graph on $n$ vertices.
During this talk I will discuss a method, which we call local stability method, that allows one to obtain exact Turán numbers from Turán density results. This method can be thought of as an extension of the classical stability method by generically utilising the Lagrangian function. Using it, we obtained new hypergraph Turán numbers. In particular, we did so for a hypergraph called generalized triangle, for uniformities 5 and 6, which solved a conjecture of Frankl and Füredi from 1980's.
This is joint work with Sergey Norin.