Oxford

I will outline the proof of two old conjectures of Cameron Gordon. The first states that the maximal number of exceptional Dehn surgeries on a 1-cusped hyperbolic 3-manifold is 10. The second states the maximal distance between exceptional Dehn surgeries on a 1-cusped hyperbolic 3-manifold is 8. The proof uses a combination of new geometric techniques and rigorous computer-assisted calculations.

This is joint work with Rob Meyerhoff.

Let $(M,\omega)$ be a symplectic manifold, and $g$ a Riemannian metric on $M$ compatible with $\omega$. If $L$ is a compact Lagrangian submanifold of $(M,\omega)$, we can compute the volume Vol$(L)$ of $L$ using $g$. A Lagrangian $L$ is called {\it Hamiltonian stationary} if it is a stationary point of the volume functional amongst Lagrangians Hamiltonian isotopic to $L$.

Suppose $L'$ is a compact Lagrangian in ${\mathbb C}^n$ which is Hamiltonian stationary and {\it rigid}, that is, all infinitesimal Hamiltonian deformations of $L$ as a Hamiltonian stationary Lagrangian come from rigid motions of ${\mathbb C}^n$. An example of such $L'$ is the $n$-torus $ \bigl\{(z_1,\ldots,z_n)\in{\mathbb C}^n:\vert z_1\vert=a_1, \ldots,\vert z_n\vert=a_n\bigr\}$, for small $a_1,\ldots,a_n>0$.

I will explain a construction of Hamiltonian stationary Lagrangians in any compact symplectic manifold $(M,\omega)$, which works by `gluing in' $tL'$ near a point $p$ in $M$ for small $t>0$.

We study the class of Azema-Yor processes which are of the form F(M_t)-f(M_t)(X_t-M_t), where F'=f, X_t is a semimartingale with no positive jumps and M_t is its running maximum. We show that these processes arise as unique strong solutions to the Bachelier SDE which we also show is equivalent to the DrawDown SDE. The proofs are greatly simplified thanks to (algebraic) group property of the set of AY processes indexed by functions. We then restrict our attention to the case when X is a martingale. It turns out that the AY martingales are the only local martingales of the form H(X_t,M_t) for a Borel function H. Furthermore, they can also be characterised by their optimal

properties: all uniformly integrable martingales whose maximum dominates a given target are dominated by an AY martingale in the concave ordering of terminal values. We mention how these results find direct applications in portfolio optimisation/insurance theory.

Joint work with Laurent Cararro and Nicole El Karoui