Tue, 30 Oct 2018
16:00
L5

On a question of Babai and Sós, a nonstandard approach.

Daniel Palacin
(Freiburg)
Abstract

In 1985, Babai and Sós asked whether there exists a constant c>0 such that every finite group of order n has a product-free set of size at least cn, where a product-free set of a group is a subset that does not contain three elements x,y and z  satisfying xy=z. Gowers showed that the answer is no in the early 2000s, by linking the existence of product-free sets of large density to the existence of low dimensional unitary representations.

In this talk, I will provide an answer to the aforementioned question by model theoretic means. Furthermore, I will relate some of Gowers' results to the existence of nontrivial definable compactifications of nonstandard finite groups.
 

Tue, 28 Feb 2012

15:45 - 16:45
L3

Local symplectic field theory and stable hypersurfaces in symplectic blow-ups

Oliver Fabert
(Freiburg)
Abstract

Symplectic field theory (SFT) can be viewed as TQFT approach to Gromov-Witten theory. As in Gromov-Witten theory, transversality for the Cauchy-Riemann operator is not satisfied in general, due to the presence of multiply-covered curves. When the underlying simple curve is sufficiently nice, I will outline that the transversality problem for their multiple covers can be elegantly solved using finite-dimensional obstruction bundles of constant rank. By fixing the underlying holomorphic curve, we furthermore define a local version of SFT by counting only multiple covers of this chosen curve. After introducing gravitational descendants, we use this new version of SFT to prove that a stable hypersurface intersecting an exceptional sphere (in a homologically nontrivial way) in a closed four-dimensional symplectic manifold must carry an elliptic orbit. Here we use that the local Gromov-Witten potential of the exceptional sphere factors through the local SFT invariants of the breaking orbits appearing after neck-stretching along the hypersurface.

Fri, 17 Oct 2008
14:15
DH 1st floor SR

Analysis of valuation formulae and applications to option pricing in Levy models

Ernst Eberlein
(Freiburg)
Abstract

We discuss the valuation problem for a broad spectrum of derivatives, especially in Levy driven models. The key idea in this approach is to separate from the computational point of view the role of the two ingredients which are the payoff function and the driving process for the underlying quantity. Conditions under which valuation formulae based on Fourier and Laplace transforms hold in a general framework are analyzed. An interesting interplay between the properties of the payoff function and the driving process arises. We also derive the analytically extended characteristic function of the supremum and the infimum processes derived from a Levy process. Putting the different pieces together, we can price lookback and one-touch options in Levy driven models, as well as options on the minimum and maximum of several assets.

Subscribe to Freiburg