Guest lectures and seminars - Page 160
Risk measures are set to quantify in terms of assets/money the amount of financial risk associated to a certain financial position. The purposes for such evaluations are many and interesting both from the investors perspectives and regulators. As example, these evaluations are important to quantify the amount of reserve that financial institutions, such as banks or insurance companies, have to set aside as hedging guarantee. In the recent years large attention is given towards convex and coherent risk measures.
A series of 10 lectures will be held by Prof. Giacomo Scandolo, Department of Mathematics, University of Verona (Italy), visiting scholar at our department.
The course is suggested to Master and PhD students in the area of Stochastic Analysis, Insurance, and Risk as well as practitioners in the area.
Torstein Nilssen (Universitetet i Oslo) holder et seminar med tittelen: Malliavin differentiability for a class of SDE's in Hilbert spaces.
A continuation of the previous talk.
Magnus Landstad will give a talk with title: Quantum groups from almost matched pairs of groups - the groupoid approach
Abstract: If G is a locally compact group with two closed subgroups H,K s.t. G=HK, then (H,K) is called a matched pair of subgroups. The construction of a quantum group from such a pair goes back a long time. We shall look at the more general case where the subgroups are almost matched (the complement of HK in G has measure 0), then a groupoid approach to the construction is very useful and many formulas are obtained for free.
I shall start with explaining the concepts needed (quantum groups, groupoids, etc) and then how the groupoid is constructed. Finally we shall look at the special case where G has a compact open subgroup.
This is joint work with A. Van Daele.
Dongho Chae (Chung-Ang University, Korea) will give a seminar talk entitled
On the self-similar blow-up for the compressible Euler equations
Abstract: The problem of finite time blow-up/global regularity of the 3D incompressible Euler equations is an outstanding problem in mathematical fluid mechanics. On the other hand, the scenario of self-similar type blow-up is a natural candidate of blow-ups in various nonlinear partial differential equations such as the porous medium equation and the nonlinear Schrödinger equations. We also mention that for the closely related incompressible Navier-Stokes equations the question of self-similar blow-up was raised by J. Leray in 1930, and was negatively answered by J. Necas, M. Ruzicka and V. Sverak in 1996. In this talk we present the progress of study during the last several years on the self-similar blow-up for the Euler equations.