Mon, 08 Oct 2018

14:15 - 15:15
L4

Moment maps and non-reductive geometric invariant theory

Frances Kirwan
(Oxford)
Abstract
When a complex reductive group acts linearly on a projective variety, the GIT quotient can be identified with an appropriate symplectic quotient. The aim of this talk is to discuss an analogue of this description for GIT quotients by suitable non-reductive actions. In general GIT for non-reductive linear algebraic group actions is much less well behaved than for reductive actions. However when the unipotent radical U of a linear algebraic group is graded, in the sense that a Levi subgroup has a central one-parameter subgroup which acts by conjugation on U with all weights strictly positive, then GIT for a linear action of the group on a projective variety has better properties than in the general case, and (at least under some additional conditions) we can ask for moment map descriptions of the quotients.
Analytical estimates of proton acceleration in laser-produced turbulent
plasmas
 Beyer, K Reville, B Bott, A Park, H Sarkar, S Gregori, G Journal of Plasma Physics volume 84 issue 6 (19 Nov 2018) http://arxiv.org/abs/1808.04356v1
Evidence for anisotropy of cosmic acceleration
 Colin, J Mohayaee, R Rameez, M Sarkar, S Astronomy and Astrophysics: a European journal (20 Nov 2019) http://arxiv.org/abs/1808.04597v3
Fountain-driven gas accretion by the Milky Way
 Marinacci, F Fraternali, F Binney, J Nipoti, C Ciotti, L Londrillo, P EPJ Web of Conferences volume 19 08008 (07 Feb 2012)
Correlations between age, kinematics, and chemistry as seen by the RAVE survey
 Wojno, J Kordopatis, G Steinmetz, M McMillan, P Binney, J Famaey, B Monari, G Minchev, I Wyse, R Antoja, T Siebert, A Carrillo, I Bland-Hawthorn, J Grebel, E Zwitter, T Bienaymé, O Gibson, B Kunder, A Munari, U Navarro, J Parker, Q Reid, W Seabroke, G Monthly Notices of the Royal Astronomical Society volume 477 issue 4 5612-5624 (11 Jul 2018)
Improved distances and ages for stars common to TGAS and RAVE
 McMillan, P Kordopatis, G Kunder, A Binney, J Wojno, J Zwitter, T Steinmetz, M Bland-Hawthorn, J Gibson, B Gilmore, G Grebel, E Helmi, A Munari, U Navarro, J Parker, Q Seabroke, G Watson, F Wyse, R Monthly Notices of the Royal Astronomical Society volume 477 issue 4 5279-5300 (11 Jul 2018)
Thu, 29 Nov 2018

16:00 - 17:30
L4

tba

tba
Thu, 08 Nov 2018

16:00 - 17:30
L4

On fully-dynamic risk-indifference pricing: time-consistency and other properties

Giulia Di Nunno
Abstract

Risk-indifference pricing is proposed as an alternative to utility indifference pricing, where a risk measure is used instead of a utility based preference. In this, we propose to include the possibility to change the attitude to risk evaluation as time progresses. This is particularly reasonable for long term investments and strategies. 

Then we introduce a fully-dynamic risk-indifference criteria, in which a whole family of risk measures is considered. The risk-indifference pricing system is studied from the point of view of its properties as a convex price system. We tackle questions of time-consistency in the risk evaluation and the corresponding prices. This analysis provides a new insight also to time-consistency for ordinary dynamic risk-measures.

Our techniques and results are set in the representation and extension theorems for convex operators. We shall argue and finally provide a setting in which fully-dynamic risk-indifference pricing is a well set convex price system.

The presentation is based on joint works with Jocelyne Bion-Nadal.

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