Renormalization of hierarchical sequences
Hambly, B O'Connell, N HP Laboratories Technical Report volume BRIMS issue 3 (01 Feb 2000)
A law of large numbers for random hierarchical sequences
Hambly, B O'Connell, N HP Laboratories Technical Report volume BRIMS issue 13 (01 May 2000)
Modelling spikes and pricing swing options in electricity markets
Hambly, B Howison, S Kluge, T Commodities 585-605 (01 Jan 2015)
Erratum: Stochastic evolution equations for large portfolios of stochastic volatility models
Hambly, B Kolliopoulos, N SIAM Journal on Financial Mathematics volume 10 issue 3 857-876 (01 Jan 2019)
Preface
Freiberg, U Hambly, B Hinz, M Winter, S Progress in Probability volume 76 vii (01 Jan 2021)
Modelling spikes and pricing swing options in electricity markets
Hambly, B Howison, S Kluge, T Commodities: Fundamental Theory of Futures, Forwards, and Derivatives Pricing 573-593 (16 Dec 2022)
Fri, 06 Jun 2025

12:00 - 13:00
Quillen Room

TBD

Constantinos Papachristoforou
(University of Sheffield)
Abstract

TBD

Fri, 16 May 2025

12:00 - 13:00
Quillen Room

The derived l-modular unipotent block of p-adic GLn

Rose Berry
(University of East Anglia)
Abstract

Complex representations of p-adic groups are in many ways well-understood. The category has Bernstein's decomposition into blocks, and for many groups each block is known to be equivalent to modules over a Hecke algebra. In particular, the unipotent block of GLn (the block containing the trivial representation) is equivalent to the modules over an extended affine hecke algebra of type A. Over \bar{Fl} the situation is more complicated in the general case: the Bernstein block decomposition can fail (eg for SP8), and there is no longer in general an equivalence with the Hecke algebra. However, some groups, such as GLn and its inner forms, still have a Bernstein decomposition. Furthermore, Vigernas showed that the unipotent block of GLn contains a subcategory that is equivalent to modules over the Schur algebra, a mild extension of the Hecke algebra with much of the same theory, and this subcategory generates the unipotent block under extensions. Building on this work, we show that the derived category of the unipotent block of GLn is triangulated-equivalent to the perfect complexes over a dg-enriched Schur algebra. We prove this by combining general finiteness results about Schur algebras with the well-known structure of the l-modular unipotent blocks of GLn over finite fields.

Wed, 28 May 2025
11:00
L5

A central limit theorem and large deviations principle for the generalised Dean--Kawasaki equation with truncated noise on a bounded domain

Shyam Popat
(Mathematical Institute)
Abstract

We begin with motivation on how the study of SPDEs are relevant when interested in fluctuations of particle systems. 

We then present a law of large numbers, central limit theorem and large deviations principle for the generalised Dean--Kawasaki SPDE with truncated noise. 

Our main contribution is the ability to consider the equation on a general $C^2$-regular, bounded domain with Dirichlet boundary conditions. On the particle level the boundary condition corresponds to absorption and injection of particles at the boundary.

The work is based on discussions with Benjamin Fehrman and can be found at https://arxiv.org/pdf/2504.17094 

 

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