An optimal transport problem with backward martingale constraints motivated by insider trading
Kramkov, D
Xu, Y
Annals of Applied Probability
volume 32
issue 1
294-326
(27 Feb 2022)
Did you know we have 70 Oxford Mathematics student lectures on our YouTube Channel that anyone can watch, from introductory 1st year lectures on Complex Numbers (pictured), Calculus and Dynamics, to more advanced 2nd year lectures on Graph Theory, Linear Algebra and Probability, to specialist 3rd & 4th year lectures on the Geometry of Surfaces, Set Theory and Networks?
Optimal trade execution with uncertain volume target
Vaes, J
Hauser, R
Journal of Computational Finance
volume 26
issue 1
37-80
(10 Aug 2022)
This week musician Ed Sheeran won a copyright case brought against him claiming he stole his hit Shape of You. Back in 1976 George Harrison was not so lucky when he was ordered to pay compensation for 'stealing' aspects of The Chiffons He's So Fine when writing his 1970 hit My Sweet Lord. Generally it seems the law has resisted supporting claims of musical plagiarism and you can't help feeling Harrison might have got a better verdict today.
Braiding Braak and Braak: Staging patterns and model selection in network neurodegeneration
Putra, P
Thompson, T
Chaggar, P
Goriely, A
for the Alzheimer’s Disease Neuroimaging Initiative
(2021)
Degrees in link graphs of regular graphs
Benjamini, I
Haslegrave, J
Electronic Journal of Combinatorics
volume 29
issue 2
(06 May 2022)
Modularity of Galois representations and Langlands functoriality
Newton, J
Journal of the Indian Institute of Science
volume 102
861-884
(25 Jul 2022)
Fri, 20 May 2022
10:30 -
12:00
L5
General Linear PDE with constant coefficients
Bogdan Raiță
(Scuola Normale Superiore di Pisa)
Further Information
Sessions will take place as follows:
17th May 14:00 -15:00
18th and 20th May 10:30 -12:00
Abstract
We review old and new properties of systems of linear partial differential equations with constant coefficients. We discuss solvability in different function classes, to observe very different solution spaces. We examine the existence of vector potentials in the different spaces, by which we mean systems Av=0 with the property v=Bu, where A and B are linear PDE operators with constant coefficients. Properties of the systems and their solutions are examined both from linear algebra and algebraic geometry angles. A special class of operators that are examined is that of constant rank operators, which are prevalent in the nonlinear analysis of compensated compactness theory. We will discuss some of the challenges of extending this theory to non-constant rank operators.
Wed, 18 May 2022
10:30 -
12:00
L5
General Linear PDE with constant coefficients
Bogdan Raiță
(Scuola Normale Superiore di Pisa)
Further Information
Sessions will take place as follows:
17th May 14:00 -15:00
18th and 20th May 10:30 -12:00
Abstract
We review old and new properties of systems of linear partial differential equations with constant coefficients. We discuss solvability in different function classes, to observe very different solution spaces. We examine the existence of vector potentials in the different spaces, by which we mean systems Av=0 with the property v=Bu, where A and B are linear PDE operators with constant coefficients. Properties of the systems and their solutions are examined both from linear algebra and algebraic geometry angles. A special class of operators that are examined is that of constant rank operators, which are prevalent in the nonlinear analysis of compensated compactness theory. We will discuss some of the challenges of extending this theory to non-constant rank operators.