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MSI Weekly Bulletin - Week starting Monday 29 October, 2007

Unless otherwise stated, seminars are held in the Bernhard Neumann Seminar Room (G35) on the ground floor of the John Dedman Mathematical Sciences Building, Bldg 27 (Map).

To have a seminar listed in this page, email the details to seminars.owner@maths.anu.edu.au.

View all MSI colloquia for the year.

Current week Next week

This week:

  • PDE/Analysis Seminar
  • MSI Colloquium
  • New arrivals
Monday 29 October, 2007
3.00pm
PDE/Analysis Seminar
On a degenerate parabolic equation arising in pricing of Asian options.
Seick KIm (CMA)
John Dedman Building, G35
Abstract
We study a certain one dimensional, degenerate parabolic partial differential equation with a boundary condition which arises in pricing of Asian options. Due to degeneracy of the partial differential operator and the non-smooth boundary condition, regularity of the generalized solution of such a problem remained unclear. We prove that the generalized solution of the problem is indeed a classical solution. (This is a joint work with Mikhail Safonov).
Thursday 1 November, 2007
4.00pm
MSI Colloquium
Homological methods in Operator Algebra
Ryszard Nest, Copenhagen University
John Dedman Building, G35
Abstract
Bivariant (equivariant) K-theory is the standard setting for non-commutative topology. One may carry over various techniques from homotopy theory and homological algebra to this setting: exact chain complexes, projective resolutions, and derived functors. We'll explain some of these notions and apply them in two examples: the Baum Connes conjecture for quantum groups and classification theory of nuclear non-simple C*-algebras.
New Arrivals

Please welcome the following people to the MSI:

  • Boris Buchmann, of Monash University, visiting Ross Maller in Centre for Financial Mathematics.
  • Steven Lord, of University of Adelaide, visiting Alan Carey in Analysis and Geometry.
  • Elvezio Ronchetti, of None, visiting Alan Welsh in Statistical Science.
  • Jiri Rosicky, of Masaryk U, Czech Republic, visiting Amnon Neeman in Algebra and Topology.
  • Stephan Tillmann, of U of Melbourne, visiting Alan Carey in Analysis and Geometry.
  • Hugh Williams, of U of Calgary, visiting Richard Brent in Advanced Computation and Modelling.
Page last updated: 7 December, 2008
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