

Department of Mathematical Sciences 
CARNEGIE MELLON UNIVERSITY 
www.math.cmu.edu/users/nw0z/sem-weekly.html  
WEEKLY SEMINARS/COLLOQUIA



TUESDAY, September 5, 2006    
   
MATH LOGIC SEMINAR:  12:00 Noon, James Cummings, Department of Mathematical Sciences, Carnegie Mellon Univeristy
TITLE:  Generic Ultrapowers, Part II
ABSTRACT:  The speaker will finish going over prerequisites for the upcoming Appalachian set theory workshop, starting with:

Define $NS_{\omega_1}$ to be $\omega_2$-saturated if there is no sequence of stationary sets, $S_{\alpha}$ for $\alpha < \alpha_2}$, such that $S_{\alpha}\cap S_{\beta}$ is non-stationary for distinct $\alpha,\beta < \omega_2$.

Assume that $NS\omega_1$ is ?$\omega_2$-saturated and force with it to obtain a V-generic filter G. Then,

if M is the Mostowski collapse of ult(V,G), then M is transitive,

if j is the natural elementary embedding of V into M, then

j(\omega_1^V) = \omega_1^M = \omega_1^{V[G]} = \omega_2^V

M is countably closed in V[G]


MONDAY, September 11, 2006

PROBABILITY AND MATHEMATICAL FINANCE SEMINAR:  5:00 P.M., WeH 6423
Dmitry Kramkov, Carnegie Mellon University,
TITLE:  Asymptotic analysis of utility based hedging strategies for small quantities of derivatives 

http://www.math.cmu.edu/~bachelier/seminar_6f/Kramkov.pdf


TUESDAY, September 12, 2006

MATH LOGIC SEMINAR, 12:00 Noon, WeH 5304, Philipp Gerhardy, Department of Philosophy, Carnegie Mellon University
TITLE:  General Logical Metatheorems for Functional Analysis
ABSTRACT:  TBA


TUESDAY, September 19, 2006

MATH LOGIC SEMINAR:  12:00 Noon, WeH 5304, Yimu Yin, Department of Philosophy, Carnegie Mellon University.
TITLE:  Quantifier Elimination for Valued Field
ABSTRACT:   I will discuss the model-theoretic approach in quantifier elimination for certain kind of valued fields, namely p-adically closed fields of a fixed p-rank. This generalizes a result of MacIntyre [M]. If time permits, I will also discuss the syntactical approach of quantifier elimination for algebraically close valued fields. (Should time run out, this would be left for a future talk).

[M] MacIntyre, A., On definable subsets of p-adic fields, J. Symbolic Logic, no. 3, 1976 

TUESDAY, September 26, 2006

CNA SEMINAR:  1:30 P.M., PPB 300,  Hang Si, Weierstrass 
Institute for  Applied Analysis and Stochastics, Berlin.
TITLE:  TBA


TUESDAY, October 31, 2006

MATH LOGIC SEMINAR:  12:00 Noon, WeH 5304, Yimu Yin, Department of Philosophy, Carnegie Mellon University.

TITLE:  Cell Decomposition in Valued Fields
ABSTRACT: I will discuss the method of cell decomposition in valued fields. This method gives quantifier elimination results that can be used to compute certain kinds of integrals.


%%%%%%%SEPTEMBER 8TH GAVE 7500 TO CATHERINE FOR ROBOTICS
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TUESDAY, September 26, 2006

CNA SEMINAR:  1:30 P.M., PPB 300, Hang Si, Weierstrass Institute for  Applied Analysis and Stochastics, Berlin.
TITLE:  TBA


%September 21 or November 28
%per Giovanni
%CNA SEMINAR:  1:30 P.M., PPB 300, Francesco Maggi, University of Florence.
%TITLE:  TBA 
 
 
MONDAY, October 23, 2006
 
PROBABILITY AND MATHEMATICAL FINANCE SEMINAR:  5:00 P.M.., WeH 6423,   Silviu N. Predoiu, Carnegie Mellon University.
TITLE:    An Introduction To Malliavin Calculus With Applications To Finance, Part 1 


MONDAY, October 30, 2006

PROBABILITY AND MATHEMATICAL FINANCE SEMINAR:  5:00 P.M., WEH 6423, 
Silviu N. Predoiu, Carnegie Mellon University,
TITLE:   An Introduction To Malliavin Calculus With Applications To Finance, Part 2 