Department of Mathematical Sciences

Dini's helix - a pseudospherical surface Brownian motion Willmore cylinder with umbilic lines (Babich-Bobenko) Triadic Von Koch Snowflake - Fleckinger, Levitin and Vassiliev Darboux transform of a Clifford torus (Holly Bernstein) Mandelbrot fractal geometry

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Alex Cox

Informal Probability Seminars: Autumn 2006

Our seminars our usually held at 11.15 p.m. on Wednesdays in room 1W 3.6 . If you wish to find out more, please contact one of the organisers. The speakers are mostly internal (Bath) unless otherwise stated.

18/10/06: Alex Cox

Skorokhod Embeddings, Potential Theory and Option Pricing

25/10/06: Ross Maller (ANU)

Behaviour of Levy Processes at Zero

1/11/06: Karsten Matthies

Random initial data for a hard-sphere gas and longtime validity of the Boltzmann equation

8/11/06: Zbigniew Palmowski (Utrecht)

On the optimal dividend problem for a spectrally negative Levy process

15/11/06: Vadim Schcherbakov

On asymptotic study of cooperative sequential adsorption models and stability of related growth processes

22/11/06: Gregory Miermont (Paris Sud)

Discrete Fragmentation Trees and their Continuum Asymptotics

29/11/06: Andreas Kyprianou

Distributional study of de Finetti's dividend problem for spectrally negative Lévy processes

6/12/06: Adam Kinnison

Multifractal Spectrum of Harmonic Measure for a Simple Forward Random Walk on Galton Watson Trees

13/12/06: Mark Owen (Heriot-Watt)

Utility-Based Methods for Derivative Asset Pricing

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