We are organising a summer school on "Involutions in algebraic geometry and gauge theory" at the University of Nantes. There will be two mini-courses, one by Matilde Manzaroli (TĂŒbingen University) on real algebraic curves and one by Christopher Scaduto (University of Miami) on 4-manifolds and involutions. We expect to have some contributed talks by young participants. Master students are particularly encouraged to apply.
The schedule will be pretty light, in order to allow the participants ample time to work on the material covered in the lectures. Some familiarity with knot theory and with (very basic) complex projective geometry will be assumed.
In this project, our interest is to develop numerical scheme for a class of BSDEs with weak terminal condition. This class of BSDEs was introduced by Bouchard, Elie and Reveillac [1], in which the terminal value YT of the portfolio is required to satisfy a weak constraint. From a financial point of view, this approach is referred to as quantile or efficient hedging, and was first discussed by F Ìollmer and Leukert [2, 3]. In particular, they explained how the so-called quantile hedging price for European option can be computed explicitly in a complete market, using duality arguments and Neyman-Pearson lemma.
References
[1] Bruno Bouchard, Romuald Elie, and Antony Rveillac. Bsdes with weak terminal con- dition. The Annals of Probability, 43(2):572â604, 2015.
[2] Hans F Ìollmer and Peter Leukert. Quantile hedging. Finance Stoch., 3(3):251â273, 1999.
[3] Hans F Ìollmer and Peter Leukert. Efficient hedging: cost versus shortfall risk. Finance Stoch., 4(2):117â146, 2000.
A basic question in symplectic topology is that of understanding which 2nâdimensional smooth closed manifolds admit a symplectic structure. There are some obvious homotopical requirements, such as the existence of a cohomology 2âclass whose exterior wedge powers are all nonâzero (up to the maximal degree of the nonâzero cohomology groups) and of a nonâdegenerate alternating 2âform. In dimension 2n=4, Taubes '94 found some additional nonâtrivial necessary conditions coming from the deep theory of SeibergâWitten invariants. This said, at this time it is still unknown whether there are some nonâtrivial geometric conditions in the case of dimensions 2n>4.
The research visit of Agustin Moreno is in relation to a joint work of ours together with Lauran Toussaint and Francisco Presas, where we aim to prove that, given any smooth closed 4âmanifold M where all the homotopical necessary conditions to have a symplectic form are satisfied, its product MxT^2 with the 2âtorus T^2 admits a symplectic structure. In other words, up to stabilizing the 4âmanifold by taking a product with the 2âtorus, the nonâtrivial geometric conditions of the 4âdimensional case are no longer important.