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Stochastic Portfolio Theory and Related topics

“Stochastic Portfolio Theory and Related topics” will be held on May 8th, Friday and May 9th, Saturday at Columbia University.

Stochastic portfolio theory is now firmly placed as one of the most exciting areas in modern mathematical economics and finance. Models and ideas from the field have branched out in several directions in mathematical finance and beyond, such as particle systems, queueing theory, stochastic analysis, and optimal transport, to name a few. The objective of this conference is to display a coherent vision of achievements and challenges in these various directions to researchers who are either working in portfolio theory and related areas or are curious about the developments.

Invited speakers
◦Robert Fernholz
◦Ricardo Fernholz
◦David Hobson
◦Tomoyuki Ichiba
◦Matt Lorig
◦Kostas Kardaras
◦Johannes Muhle-Karbe
◦Julien Reygner
◦Johannes Ruf
◦Mykhaylo Shkolnikov

For more information please visit https://sites.google.com/site/sptconference2015/

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New York General Relativity Seminar – 2015

The New York General Relativity Seminar will be held on May 8th.

There will be two lectures. The first lecture is “Geometrical inequalities for black holes and bodies” by Sergio Dain and the second lecture is “Stability and Instability of Scalar Fields on Kerr Spacetimes” by Yakov Shlapentokh-Rothman.

Both lectures will be at Room 507, Math Building at Columbia University. The first lecture will start at 2:00 pm and the second lecture will start at 3:30 pm.

For more information, please visit

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Daniela de Silva awarded the 2016 AWM-Sadosky Research Prize!

Congratulations to Daniela de Silva who has been awarded the 2016 AWM-Sadosky Research Prize!

Here is a brief description:

AWM-Sadosky Research Prize

The Executive Committee of the Association for Women in Mathematics has established the AWM-Sadosky Prize in Analysis. This prize will be awarded every other year, beginning in 2014. The purpose of the award is to highlight exceptional research in analysis by a woman early in her career.

The field will be broadly interpreted to include all areas of analysis.

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Minerva Foundation Lectures

The spring 2015 Minerva Foundation Lectures by Prof. Fabio Toninelli (Lyon)  will take place on April 20, April 22 and April 24. Prof. Fabio Toninelli (Lyon) will deliver a two talk series titled:

“Height fluctuations in interacting dimers”

“A class of (2+1)-dimensional growth process with explicit stationary measure”

Time and Location:

Monday April 20 and Wednesday April 22, 4:10-6pm, 417 Math

Friday April 24, 12noon-1pm, 520 Math

For more information, please visit http://www.math.columbia.edu/department/probability/seminar/minerva.html

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Minerva Foundation Lectures

The spring 2015 Minerva Foundation Lectures by Prof. Wendelin Werner  will take place on April 8th, April 9th and April 10th. Prof. Wendelin Werner (ETH Zurich) will deliver a two talk series titled:

“Critical phenomena within (random) planar carpets”

“A simple graph-valued Markov processes and renormalization”

Time and Location:

Wednesday April 8, 4:10pm – 6:00pm, 417 Math

Thursday April 9, 5:40pm- 7:00pm, 520 Math

Friday April 10, 11:00am- 12:00pm, 520 Math

For more information, please visit http://www.math.columbia.edu/department/probability/seminar/minerva.html

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Special Day in Geometry and Partial Differential Equations

Saturday, April 18, 2015 there will be a special day long conference on Geometry and Partial Differential Equations.  All are invited to attend, there is no registration.

Speakers

Luis Caffarelli (University of Texas, Austin)

Mihalis Dafermos (Princeton University)

Jian Song (Rutgers University)

Valentino Tosatti (Northwestern University)

Xiangwen Zhang (Columbia University)

The titles and schedule will be announced later.

Location: Room Math 417, Columbia University.

Organizers: S. Klainerman, Duong H. Phong

 Created by BCL easyConverter SDK 3 (HTML Version)

Location: Room Math 417, Columbia University.

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Spring 2015 Joseph Fels Ritt Lectures

The Spring 2015 Ritt Lectures by Professor Manjul Bhargava will take place on March 26th and March 27th. Professor Manjul Bhargava (Princeton University) will deliver a two talk series titled: “How likely is it for an integer polynomial to take a square value?”

Abstract: We address the question in the title!  The first talk will focus on the case of degree at most 3, leading naturally to the study of rational points on “elliptic curves”.  The second talk will focus on degrees higher than 3, leading naturally to the study of rational points on “hyperelliptic curves”. In each case, we wish to describe what is expected conjecturally, and what can now be proven in these directions.

 

Lecture 1: Thursday, March 26, 2015 at 5:30 pm Held Lecture Hall, 304 Barnard Hall, Barnard College

3009 Broadway at West 117th Street

Tea will be served at 5 pm in 508 Mathematics Hall

2990 Broadway at West 117th Street

Lecture 2: Friday, March 27, 2015 at 3:30 pm Held Lecture Hall, 304 Barnard Hall, Barnard College

3009 Broadway at West 117th Street

Tea will be served at 3 pm in 508 Mathematics Hall

2990 Broadway at West 117th Street

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Spring 2015 Kolchin Lecture by Prof. Christopher Hacon

The Spring 2015 Kolchin Lecture by  Prof. Christopher Hacon (University of Utah) will take place on Thursday, February 19, 2015, at 3 p.m.

Prof. Hacon will deliver a talk titled:

“Which Powers Of A Holomorphic Function Are Integrable?”

Abstract: “Let f = f(z1, . . . , zn) be a holomorphic function defined on an open subset P ∈ U ⊂ Cn. The log canonical threshold of f at P is the largest s ∈ R such that |f|s is locally
integrable at P. This invariant gives a sophisticated measure of the singularities of the set defined by the zero locus of f which is of importance in a variety of contexts (such as the minimal model program and the existence of Kähler-Einstein metrics in the negatively curved case). In this talk we will discuss recent results on the remarkable structure enjoyed by these invariants.”

*Kolchin Lecture Flyer*

Thursday, February 19, 2015, at 3 p.m.

417 Mathematics Hall

2990 Broadway at 117th Street

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Spring 2015 Samuel Eilenberg Lecture Series

Prof. Luis A. Caffarelli (University of Texas) will give a weekly lecture every Wednesday during the Spring 2015 semester for the Samuel Eilenberg Lecture Series.

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Fall 2014 Ritt Lectures by Professor Alain-Sol Sznitman

The Fall 2014 Ritt Lectures by Prof. Alain-Sol Sznitman (ETH, Zurich) will take place on Monday, December 15, 2014 & Tuesday, December 16, 2014.

Prof. Alain-Sol Sznitman will deliver a two talk series titled:

“Disconnection, interlacements, and the Gaussian free field”

Abstract: Random interlacements offer a model for the local geometry left by random walks on large recurrent graphs, which are locally transient.
They have deep links to the Gaussian free field, and have been helpful in understanding certain disconnection problems involving random walks. In these two talks, which are aimed at a non-specialist audience, we will discuss some of these developments.

Monday, December 15, Tuesday December 16 2014 at 4:30 pm; Davis Auditorium,
412 Schapiro Center, CEPSR 530 West 120th Street (between Broadway and Amsterdam)

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