Speaker: Thorsten Rheinländer, Vienna University of Technology "On the stochastic heat equation and the limit order book"

Us informem de la propera sessió del seminari de finances quantitatives 
Dijous 4 de febrer a les 16:00 a l'IMUB, Facultat de Matemàtiques, UB.  Abstract: Motivated by a study of the limit order book, we can express the unique weak solution of the stochastic heat equation with multiplicative noise in terms of a Brownian local time functional. Moreover, we will discuss trading excursions, and derive a hyperbolic function table for the Laplace transforms of various times to different trading events. 
Més informació a http://www.crm.cat/en/Research/Networks/QuantitativeFinance/Pages/Seminar.aspx

Te comunicamos que el próximo día 4 de febrero de 2016, nuestra compañera de Departamento María José Jiménez defenderá su tesis doctoral Titulada “ Ecuaciones en diferencias lineales de segundo orden y su aplicación al análisis matricial” de la cual es director Andrés M. Encinas

La lectura tendrá lugar en la Sala de Actos FME a las 11h. 

Es presentaran cinquanta quatre ponències dels diferents grups de recerca de l'ETSEIB que s'estructuraran en dues línies de presentacions paral·leles segons el programa adjunt (Sala d'actes i Aula Capella). En aquestes xerrades podràs conèixer les línies de recerca i projectes dels diferents grups.

http://www.etseib.upc.edu/ca/component/content/article/197-canaletseib/4707-1a-jornada-de-recerca-a-letseib

Del 10 al 18 de gener de 2016, i impartirà un parell de seminaris els dies 12/01 i 13/01 que estan anunciats a https://recerca.upc.edu/aces/en/seminars/forthcoming-december-2nd-2010-1

Detailed information can be found at the following link: https://www.lacan.upc.edu/node/762

Titol: "Geometric structures and Lie systems: some examples"

Data: dijous 10 desembre 2015

Hora: 12:30h

Lloc: aula 102 de la FME

http://sites.google.com/site/seminariteendegeometria/

Abstract: The $(\Delta,D)$ (degree/diameter) problem consists of finding the largest possible number of vertices $n$
among all the graphs with maximum degree $\Delta$ and diameter $D$. We consider the $(\Delta,D)$ problem for
maximal planar bipartite graphs, that is, simple planar graphs in which every face is a quadrangle.
We obtain that for the $(\Delta,2)$ problem, the number of vertices is $n=\Delta+2$; and for the $(\Delta,3)$ problem,
$n= 3\Delta-1$ if $\Delta$ is odd and $n= 3\Delta-2$ if $\Delta$ is even. Then, we prove that, for the general case of the
$(\Delta,D)$ problem, an upper bound on $n$ is approximately $3(2D+1)(\Delta-2)^{\lfloor D/2\rfloor}$, and another one
is $C(\Delta-2)^{\lfloor D/2\rfloor}$ if $\Delta\geq D$ and $C$ is a sufficiently large constant. Our upper bounds improve
for our kind of graphs the one given by Fellows, Hell and Seyffarth for general planar graphs. We also give a lower bound
on $n$ for maximal planar bipartite graphs, which is approximately $(\Delta-2)^{k}$ if $D=2k$, and $3(\Delta-3)^k$
if $D=2k+1$, for $\Delta$ and $D$ sufficiently large in both cases.
This is a joint work with Cristina Dalfó and Julián Salas.