Mon, 23 Apr 2018
15:45
L6

Growth gap in hyperbolic groups and amenability

Remi Coulon
(Rennes)
Abstract

(joint work with Françoise Dal'Bo and Andrea Sambusetti)

Given a finitely generated group G acting properly on a metric space X, the exponential growth rate of G with respect to X measures "how big" the orbits of G are. If H is a subgroup of G, its exponential growth rate is bounded above by the one of G. In this work we are interested in the following question: what can we say if H and G have the same exponential growth rate? This problem has both a combinatorial and a geometric origin. For the combinatorial part, Grigorchuck and Cohen proved in the 80's that a group Q = F/N (written as a quotient of the free group) is amenable if and only if N and F have the same exponential growth rate (with respect to the word length). About the same time, Brooks gave a geometric interpretation of Kesten's amenability criterion in terms of the bottom of the spectrum of the Laplace operator. He obtained in this way a statement analogue to the one of Grigorchuck and Cohen for the deck automorphism group of the cover of certain compact hyperbolic manifolds. These works initiated many fruitful developments in geometry, dynamics and group theory. We focus here one the class of Gromov hyperbolic groups and propose a framework that encompasses both the combinatorial and the geometric point of view. More precisely we prove that if G is a hyperbolic group acting properly co-compactly on a metric space X which is either a Cayley graph of G or a CAT(-1) space, then the growth rate of H and G coincide if and only if H is co-amenable in G.  In addition if G has Kazhdan property (T) we prove that there is a gap between the growth rate of G and the one of its infinite index subgroups.

Fri, 14 Nov 2008
14:15
DH 1st floor SR

Quadratic and superquadratic backward stochastic differential equations and applications

Ying Hu
(Rennes)
Abstract

We begin by the study of the problem of the exponential utility maximization. As opposed to most of the papers dealing with this subject, the investors’ trading strategies we allow underly constraints described by closed, but not necessarily convex, sets. Instead of the well-known convex duality approach, we apply a backward stochastic differential equation (BSDE) approach. This leads to the study of quadratic BSDEs. The second part gives the recent result on the existence and uniqueness of solution to quadratic BSDEs. We give also the connection between these BSDEs and quadratic PDEs. The last part will show that quadratic BSDE is critic. That is, if the BSDE is superquadratic, there exists always some BSDE without solution; and there is infinite many solutions when there is one solution. This phenomenon does not exist for quadratic and superquadratic PDEs.

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