セミナー

2019年11月11日(月)立命館大学幾何学セミナー

2019.10.30 Wed up
<<立命館大学幾何学セミナー>>

日時:        2019年11月11日(月) 16:30~17:30

タイトル:   

Lie algebras attached to a class of Clifford modules;
existence of lattices, their classification and automorphism groups

講演者:    
古谷 賢朗 (東京理科大)

アブストラクト:
We consider a class of 2 step nilpotent Lie algebras which are  attached to a class of Clifford modules. We call them pseudo H-type algebras. They are a generalization of Heisenberg algebra. First we show the existence of integral lattices and explain how we classify them. Then we determine all the cases of their automorphism groups. Many properties of this algebra reduce to 49 basic cases by three periodicities, so called Bott periodicity. Finally I will  discuss about the uniqueness of the integral lattice.

場所:        立命館大学びわこ・くさつキャンパス(BKC)
             ウェストウィング 6階 談話会室

立命館大学幾何学セミナー

2019.10.24 Thu up
日時: 12月2日(月) 16:20-17:50
会場: 立命館大学 びわこ・くさつキャンパス ウェストウィング6階 談話会室
講演者: Jesús Antonio Álvarez López氏(サンティアゴ・デ・コンポステラ大学)
タイトル: Topological Molino’s theory
アブストラクト: (joint work with Ramón Barral Lijó and Manuel Moreira Galicia) Molino’s description of Riemannian foliations on compact manifolds is generalized to the setting of compact equicontinuous foliated spaces, in the case where the leaves are dense. In particular, a structural local group is associated to such a foliated space. As applications, we obtain a partial generalization of results by Carrière and Breuillard-Gelander, relating the structural local group to the growth of the leaves, and a description of foliated homogeneous spaces.

立命館大学幾何学セミナー

2019.10.23 Wed up
会場: 立命館大学 びわこ・くさつキャンパス ウェストウィング6階 談話会室
講演者: Olga Lukina氏(ウィーン大学)

Talk 1

日時: 11月25日(月) 16:20-17:50
タイトル: Introduction to group actions on Cantor sets
アブストラクト: In this talk, we consider basic tools and properties which we use in the subsequent talks to study minimal equicontinuous group actions on Cantor sets. The tools include chains of finite index subgroups. An important property is the local quasi-analyticity of an action, introduced by Alvarez Lopez and Candel. We illustrate the concepts and methods using examples.

Talk 2

日時: 11月28日(木) 10:40-12:10
タイトル: Invariants of Cantor group actions
アブストラクト: In this talk, we consider two direct limit invariants which can be associated to a Cantor group action, introduced in a recent joint work with Steve Hurder, and the corresponding classification of Cantor group actions. It is recommended that the participants attend Talk 1 as a preparation for this talk.

Math-Fi seminar on 10 Oct.

2019.10.07 Mon up
  • Date: 10 Oct. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Dan Crisan (Imperial College London)
  • Title: second lecture 

Math-Fi seminar on 3 Oct.

2019.09.30 Mon up
  • Date: 3 Oct. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Dan Crisan (Imperial College London)
  • Title: Modelling multi-period carbon markets using singular forward backward SDEs
  • Abstract:
I will introduce a model the evolution of emissions and the price of emissions allowances in a carbon market such as the European Union Emissions Trading System (EU ETSP). The model accounts for multiple trading periods (and phases) and multiple times at which compliance can occur. At the end of each trading period, the participating firms must surrender allowances for the emissions made during that period, but any excess allowances can be used for compliance in the following periods. We show that the multi-period allowance pricing problem is well-posed for various mechanisms linking the trading periods (such as banking, borrowing and withdrawals). The results are based on the analysis of a forward-backward stochastic differential equation with the following special characteristics: i. the forward and backward components are coupled,  ii. the final condition is singular and iii. the forward component of the model is degenerate. I will also introduce an infinite period model, that is, a model for carbon market with a sequence of compliance times and no end date. I will show that, under appropriate conditions, the value function for the multi-period pricing problem converges, as the number of periods increases, to a value function for this infinite period model. This is joint work with Jean-Francois Chassagneux (Paris Diderot) and Hinesh Chotai (Citybank).
 

Math-Fi seminar on 12 Sep.

2019.09.09 Mon up
  • Date: 12 Sep. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: José Manuel Corcuera (Universitat de Barcelona)
  • Title: Contingent Convertibles (final lecture)
 

Math-Fi seminar on 29 Aug.

2019.08.05 Mon up
  • Date: 29 Aug. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:00-18:00
  • Speaker: Wei Zhu/Maoqi Hu (University of Liverpool)
  • Title: Introduction to Ruin Theory (final lecture)
  • Abstract:
Risk theory in general and ruin probabilities in particular are traditionally considered as part of insurance mathematics, and has been an active area of research from the days of Lundberg all the way up to today. One of the central topics in the risk theory literature is deriving the probability of ruin in the collective risk model. The classical risk model and renewal risk models will be focused in this course, where the claim number processes are assumed to be Poisson counting processes and any general renewal counting processes, respectively.
 
The first part of this course is about the classical risk model. Different approaches to derive the ruin probability will be shown and explained. The natural extension of the classical risk model leads to the renewal risk model. Very general assumptions on interarrival times are possible for the renewal risk model, which includes the classical risk model, Erlang risk model and fractional Poisson risk model. A new family of differential operators are defined in order to construct the fractional integro-differential equations for ruin probabilities in such renewal risk models. Through the characteristic equation approach, specific fractional differential equations for the ruin probabilities can be solved explicitly, allowing for the analysis of the ruin probabilities

Math-Fi seminar on 22 Aug.

2019.08.05 Mon up
  • Date: 22 Aug. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:00-18:00
  • Speaker: Wei Zhu/Maoqi Hu (University of Liverpool)
  • Title: Some Aspects about Life Insurance and Life Expectancy in China (second lecture)
  • Abstract: 
​Life insurance has undergone enormous change in the last two to three decades. Given the changes occurring in the interconnected worlds of finance and life insurance, we believe that this is a good time to recast the mathematics of life contingent risk to be better adapted to the products, science and technology that are relevant to current and future actuaries. Pension, a part of the life insurance, is an importance insurance in our life. However, most countries face the challenge in pension. Population aging and life expectancy both of these will influence the pension system. The course will first introduce the background and give some basial theories about life insurance and pension. Then the course will discuss the influence factors of life expectancy and also use Spatial Statistical tools to assess mortality differences in China.
 

Math-Fi seminar on 9 Aug.

2019.08.05 Mon up
  • Date: 9 Aug. (Fri.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:00-18:00
  • Speaker: Wei Zhu/Maoqi Hu (University of Liverpool)
  • Title: Introduction to Fractional Calculus (first lecture)
  • Abstract:
It is surprisingly, but most scientists and engineers remain unaware of fractional calculus; it is not being taught in universities and colleges; and others remain sceptical of this field. There are several reasons for that: several of the definitions proposed for fractional derivatives were inconsistent, meaning they worked in some cases but not in others. The mathematics involved appeared very different from that of integer order. There were almost no practical applications of this field. During the last decade fractional calculus has been applied to almost every field of science, engineering, and mathematics. Some of the areas where fractional calculus has made a profound impact.
This course starts from scratch and provides with the background necessary for the understanding of the fractional calculus. It will start from the birth of the fractional calculus. Different approaches defining fractional integral and derivatives will be presented and discussed. Useful and practical properties of each specific fractional derivative will be shown as well. In the end of this two-hour course, there will be some geometric interpretation of fractional derivative to help students have a better understanding of this world.

Math-Fi seminar on 1 Aug.

2019.07.31 Wed up
  • Date: 1 Aug. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Hoang-Long Ngo (Hanoi National University of Education)
  • Title: second lecture