Our study addresses the question of how an arbitrage-free semimartingale model is affected when the knowledge about a random time is added. Precisely, we focus on the No-Unbounded-Profit-with-Bounded-Risk condition, which is also known in the literature as the first kind of no arbitrage. In the general semimartingale setting, we provide a sufficient condition on the random time and price process for which the no arbitrage is preserved under filtration enlargement. Moreover we study the condition on the random time for which the no arbitrage is preserved for any process. This talk is based on a joint work with Tahir Choulli, Jun Deng and Monique Jeanblanc.

We consider a controlled stochastic system in presence of state-constraints. Under the assumption of exponential stabilizability of the system near a target set, we aim to characterize the set of points which can be asymptotically driven by an admissible control to the target with positive probability. We show that this set can be characterized as a level set of the optimal value function of a suitable unconstrained optimal control problem which in turn is the unique viscosity solution of a second order PDE which can thus be interpreted as a generalized Zubov equation.

We study the problem of maximizing expected utility from terminal wealth in a semi-static market composed of derivative securities, which we assume can be traded only at time zero, and of stocks, which can be
traded continuously in time and are modeled as locally-bounded semi-martingales.

Using a general utility function defined on the positive real line, we first study existence and uniqueness of the solution, and then we consider the dependence of the outputs of the utility maximization problem on the price of the derivatives, investigating not only stability but also differentiability, monotonicity, convexity and limiting properties.

In order:

1. Michael Dallaston, "Modelling channelization under ice shelves"

2. Jeevanjyoti Chakraborty, "Growth, elasticity, and diffusion in 
lithium-ion batteries"

3. Roberta Minussi, "Lattice Boltzmann modelling of the generation and 
propagation of action potential in neurons"

I will review some classical problems in number theory concerning the statistical distribution of the primes, square-free numbers and values of the divisor function; for example, fluctuations in the number of primes in short intervals and in arithmetic progressions.  I will then explain how analogues of these problems in the function field setting can be resolved by expressing them in terms of matrix integrals. 

I will describe joint work with Manjul Bhargava (Princeton) and Tom Fisher (Cambridge) in which we determine the probability that random equation from certain families  has a solution either locally (over the reals or the p-adics), everywhere locally,  or globally. Three kinds of equation will be considered: quadratics in any number of variables, ternary cubics and hyperelliptic quartics.

Thanks to the p-adic local Langlands correspondence for GL_2(Q_p), one "knows" all admissible unitary topologically irreducible representations of GL_2(Z_p). In this talk I will focus on some elementary properties of their restriction to GL_2(Z_p): for instance, to what extent does the restriction to GL_2(Z_p) allow one to recover the original representation, when is the restriction of finite length, etc.