Title: The Hartman-Watson distribution: numerical evaluation and applications in mathematical finance Abstract: The Hartman-Watson distribution appears in several problems of applied probability and financial mathematics. Most notably, it determines the joint distribution of the time-integral of a geometric Brownian motion and its terminal value. A classical result by Yor (1981) expresses it as a one-dimensional […]

Title: Towers and elementary embeddings in total relatively hyperbolic groups Abstract: In a remarkable series of papers, Zlil Sela classified the first-order theories of free groups and torsion-free hyperbolic groups using geometric structures he called towers. It was later proved by Chloé Perin that if H is an elementarily embedded subgroup (or elementary submodel) of […]

Title: Equality Cases of Geometric Inequalities Speaker: Igor Pak, Department of Mathematics, University of California, Los Angeles Abstract: Geometric inequalities go back to antiquity, and so do their equality cases.  As everyone knows, the circle is the only case when the isoperimetric inequality is sharp.  But what happens to other geometric inequalities?  Apparently, as the […]