[Vortraege] Nachtrag KW. 51 Ao. Math. Koll

[Institut für Mathematik]

Sehr geehrte Fakultätsmitglieder,

anbei ein Nachtrag der Vortragsankündigungen für diese Woche.

Mit freundlichen Grüßen

Danijela Radosavljevic

Freitag, 18 Dezember, 15:15 Uhr bis 16:00 Uhr, *HS 3*, UZA 2
Außerordentliches Mathematisches Kolloquium
Einführung
Prof. Josef Teichmann (ETH Zürich)
''A dynamic approach to scenario generation for risk management''

Abstract:
We describe a new approach to scenario generation in risk
management, which combines several well-known approaches from the 
literature. The approach is based on the calibration of underlying 
stochastic differential equation to a given time series and is flexible 
towards the inclusion of extreme events, business time versus trading 
time, etc. Several implementations are presented.

(Kaffeejause:  16:00 Uhr bis 16:15 Uhr im Common Room)

(Dekan Univ.-Prof. Dr. Harald Rindler)

Mittwoch, 18. Dezember, 16:15 Uhr bis 17:00 Uhr, *HS 3*, UZA 2
Prof. Einsiedler (ETH Zürich)
“Badly approximable numbers and Unique ergodicity on Adelic quotients”
Abstract:
Recall (which we will) that a real number $a$ is called badly 
approximable if the digits $c_n(a)$ in its continued fractions expansion 
are bounded.   Boshernitzan asked whether there exists an irrational $a$ 
for which
$\sup_m  \limsup_n c_n(ma) < \infty$. We show how a measure 
classification result of Lindenstrauss on the adelic quotient 
$SL_2(Q)\backslash SL_2(A)$ shows that there is no such $a$. This and 
related work on the Diophantine properties of typical numbers in certain 
fractals is joint work with Fishman and Shapira.

(Dekan Univ.-Prof. Dr. Harald Rindler)