We are happy to announce a talk from Fields Medal Winner P.L. Lions
(College de France) organized by Wolfgang Pauli Institute
as well as a talk from H.-J. Albrecher (JKU Linz) organized by VGSF.
Best regards,
W. Schachermayer and N.J. Mauser
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Friday, December 19th, 15:45 - 17:30,
1090, Nordbergstr. 15 /Althanstr., Uni Wien, UZA 2, lecture room HS 3
"7th Pauli Colloquium"
http://www.wpi.ac.at/documents/WPI-7PauliColl-programme-final.doc
Pierre-Louis LIONS (College de France)
"Financial mathematics and/after the crash"
Opening: 15.45 - 16.00 Coffee, Cake & Come Together
16.00 - 16.15 Introduction: Norbert J. Mauser
16.15 - 17.10 Talk of Pierre-Louis Lions
17.10 - 17.30 Public Discussion moderated by Walter Schachermayer
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Friday, December 19th, 14:00 - 15:30,
1190, Heiligenstädter Strasse 46-48, Seminar Room 1
"VGSF Seminar"
http://www.vgsf.ac.at/activities/seminars.htm
Hansjörg ALBRECHER (Johannes Kepler University Linz)
"Tax and Dividend Payments in Collective Risk Theory"
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Short Biography from Pierre-Louis LIONS
Pierre-Louis Lions received his doctorate from the Université Paris 6
"Pierre and Marie Curie" in 1979, directed by H. Brezis. His large field
of research interests around the theory of nonlinear partial
differential equations ranges from (quantum) physics, fluid mechanics to
mathematics of economy and finance. Lions, together with R. DiPerna,
was the first to prove global (renormalized) solutions to the Boltzmann
equation. In 1994 he received the Fields Medal. Other awards Lions
received include the IBM Prize in 1987 and the Philip Morris Prize in
1991. He is a doctor honoris causa of Heriot-Watt University (Edinburgh)
and of the City University of Hong-Kong. He is member of the Académie de
sciences and Officier de la Légion d'Honneur. Currently, he holds the
chair of Partial differential equations and their applications at the
prestigious Collège de France in Paris as well as a position at the
CEREMADE at Université Paris 9 "Dauphine" and at Ecole Polytechnique. In
the paper "viscosity solutions of Hamilton-Jacobi equations", with M.
Crandall, he introduced the notion of viscosity solutions. Another key
technique developped by Lions is "concentration compactness"; he
introduced certain measures to handle the concentrations, including the
Wigner measure. Currently he is interested e.g. in "mean field games" in
mathematical finance. He is on the editorial board of around 25
international journals. His enormous impact on mathematics is enhanced
by the school of his PhD students, starting from M. Esteban and B.
Perthame, his participation in European projects (like the HYKE network)
and his activity in boards both in industry and academic research
(including the board of the WPI).