A entrada é livre, mediante inscrição prévia.

Hung-Hsi Wu
University  of California, Berkeley, EUA

Abstract: This lecture explains the need to integrate geometry with the teaching of linear and quadratic equations of two variables, and also outlines a way to do so within the limitations of the school curriculum.

Ana C. Silva
Ghent University

This seminar is supported by National Funding from FCT - Fundação para a Ciência e a Tecnologia, under the project: UID/MAT/04561/2013.

Marcelo E. Coniglio
Institute of Philosophy and Human Sciences - Centre for Logic, Epistemology and the History of Science, Universidade de Campinas, Brazil

Filipe Casal
Instituto Superior Técnico, CMAFCIO, Universidade de Lisboa

Nicolas Privault
Nanyang Technological Univ., Singapore

Abstract: Using Doob transform techniques we will derive closed-form expectations for exponential functionals of Brownian motion in several settings, including Brownian motion on matrix Lie groups. We will also propose numerical approximations constructed by conditional moment matching and stochastic bridges, which turn out to be numerically more stable than closed form expressions.
Applications to option pricing will be mentioned.

Será abordada a estrutura curricular do novo 3.º ciclo em Matemática (início em setembro de 2016), numa sessão com a presença da coordenadora do curso, Prof.ª Doutora Teresa Monteiro Fernandes.

Elvira Zappale
Universidade de Salerno

Abstract: By means of duality we prove existence and uniqueness of equilibrium for energies described by integral functionals which fail to be convex. This analysis is motivated by some physical models of elastic materials (cf. for istance [2, 4]) and the techniques generalize the methods first introduced in [5, 1]. A suitable Euler Lagrange equation characterizing the minimizers is derived.

Joint work with G. Carita and G. Pisante

A iniciativa conta com a presença dos coordenadores de curso.

2.^os ciclos (Mestrados) na área da Matemática:

Henrique Cruz
Universidade da Beira Interior