Mon, 23 Apr 2007
14:15
14:15
DH 3rd floor SR
Randomised stopping times and American options under transaction costs
Prof Thomas Zastawniak
(University of York)
Abstract
Fri, 20 Apr 2007
15:15
15:15
L3
Garside's Solution to the Conjugacy Problem in the Braid Group
Tristram de Piro
(Camerino)
Abstract
I will discuss Garside's representation of elements of the braid group in
terms of "half- twists" and the corresponding solution to the Conjugacy Problem,
originally posed by Artin. If time permits, I will discuss some geometric
implications of this result.
Thu, 19 Apr 2007
14:00 -
15:00
Comlab
Micro-processor design: Theoretical physics meets high-volume manufacturing
Dr Carl Seger
(Intel and University of Oxford)
Fri, 13 Apr 2007
15:30
15:30
L2
Thu, 12 Apr 2007
15:30
15:30
L2
Wed, 11 Apr 2007
15:30
15:30
L2
Wed, 28 Mar 2007
15:00
15:00
L3
Blurred exponentiation and the geometry of exponential fields
Jonathan Kirby
(UIC, Chicago)
Abstract
I will discuss the proof that the exponential algebraic closure operator on
the
complex exponential field is isomorphic to the pregeometry which controls the
"pseudoexponential" field.
Wed, 28 Mar 2007
11:00
11:00
L3
From Polynomial Interpolation to the Complexity of Ideals
David Eisenbud, MSRI
(Berkeley)
Abstract
One natural question in interpolation theory is: given a finite set of points
in R^n, what is the least degree of polynomials on R^n needed to induce every
function from the points to R? It turns out that this "interpolation degree" is
closely related to a fundamental measure of complexity in algebraic geometry
called Castelnuovo-Mumford regularity. I'll explain these ideas a new
application to projections of varieties.
Tue, 27 Mar 2007
14:00
14:00
DH 1st floor SR
Pricing Credit Derivatives and Measuring Credit Risk in Multifactor Models
Paul Glasserman
(Columbia Business School)
Mon, 26 Mar 2007
15:45
15:45
DH 3rd floor SR
From Ising 2D towards Mumford-Shah (joint work with Reda Messikh)
Professor Raphael Cerf
(Universite de Paris XI)
Abstract
The talk will be self-contained and does not require specific knowledge on the Ising model. I will present the basic results concerning the Wulff crystal of the Ising model and I will study its behaviour near the critical point. Finally I will show how to apply these results to the problem of image segmentation.