Calibration of Local Volatility Models with Stochastic Interest Rates using Optimal Transport
Loeper, G Obloj, J Joseph, B (29 Apr 2023)
Tue, 06 Jun 2023

11:00 - 12:00
L4

Level lines of smooth Gaussian fields

Akshay Hegde
Abstract

We talk about the Hausdorff measure of level sets of the fields, say length of level lines of a planar field. Given two coupled stationary fields  $f_1, f_2$ , we estimate the difference of Hausdorff measure of level sets in expectation, in terms of $C^2$-fluctuations of the field $F=f_1-f_2$. The main idea in the proof is to represent difference in volume as an integral of mean curvature using the divergence theorem. This approach is different from using the Kac-Rice type formula as the main tool in the analysis. 

Franciscan nun Sister Irene O'Connor began singing when a teacher in Singapore in the 1960s. The following decade, together with producer Sister Marimil Lobregat, she recorded the 'Fire of God's Love' album which has become a cult classic for its psychedelic-folky sound. Have a listen. It might not be what you'd expect, but it is perhaps consoling.

Symplectic C*-manifolds II: Morse-Bott-Floer Spectral Sequences
RITTER, A Živanović, F (2023)
Symplectic C*-manifolds I: Filtration on Quantum Cohomology
RITTER, A Živanović, F (2023)
Thu, 08 Jun 2023
14:00
C4

The ABJM SCFT

Horia Magureanu
Further Information

Junior Strings is a seminar series where DPhil students present topics of common interest that do not necessarily overlap with their own research area. This is primarily aimed at PhD students and post-docs but everyone is welcome.

Thu, 01 Jun 2023
14:00
N3.12

Neutrino masses in string theory

Dewi Gould
Further Information

Junior Strings is a seminar series where DPhil students present topics of common interest that do not necessarily overlap with their own research area. This is primarily aimed at PhD students and post-docs but everyone is welcome.

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