We consider a financial market where the discounted prices of the assets available for trading are modeled by semimartingales that are not assumed to be locally bounded. In this case the appropriate class of admissible integrands is defined through a random variable W that controls the losses incurred in trading. Applying the theory of Orlicz spaces, and convex analysis we study the utility maximization problem with an unbounded random endowment.

We then apply the duality relation to compute the indifference price of a claim satisfying weak integrability conditions. The indifference price leads to a convex risk measure defined on the Orlicz space associated to the utility function.

The talk is based on joint works with S. Biagini and with S. Biagini, M. Grasselli.

There is currently tremendous interest in geometric PDE, due in
part to the geometric flow program used successfully to attack the
Poincare and Geometrization Conjectures. Geometric PDE also play
a primary role in general relativity, where the (constrained) Einstein
evolution equations describe the propagation of gravitational waves
generated by collisions of massive objects such as black holes.
The need to validate this geometric PDE model of gravity has led to
the recent construction of (very expensive) gravitational wave
detectors, such as the NSF-funded LIGO project. In this lecture, we
consider the non-dynamical subset of the Einstein equations called
the Einstein constraints; this coupled nonlinear elliptic system must
be solved numerically to produce initial data for gravitational wave
simulations, and to enforce the constraints during dynamical simulations,
as needed for LIGO and other gravitational wave modeling efforts.

The Einstein constraint equations have been studied intensively for
half a century; our focus in this lecture is on a thirty-year-old open
question involving existence of solutions to the constraint equations
on space-like hyper-surfaces with arbitrarily prescribed mean extrinsic
curvature. All known existence results have involved assuming either
constant (CMC) or nearly-constant (near-CMC) mean extrinsic curvature.
After giving a survey of known CMC and near-CMC results through 2007,
we outline a new topological fixed-point framework that is fundamentally
free of both CMC and near-CMC conditions, resting on the construction of
"global barriers" for the Hamiltonian constraint. We then present
such a barrier construction for case of closed manifolds with positive
Yamabe metrics, giving the first known existence results for arbitrarily
prescribed mean extrinsic curvature. Our results are developed in the
setting of a ``weak'' background metric, which requires building up a
set of preliminary results on general Sobolev classes and elliptic
operators on manifold with weak metrics. However, this allows us
to recover the recent ``rough'' CMC existence results of Choquet-Bruhat
(2004) and of Maxwell (2004-2006) as two distinct limiting cases of our
non-CMC results. Our non-CMC results also extend to other cases such
as compact manifolds with boundary.

Time permitting, we also outline some new abstract approximation theory
results using the weak solution theory framework for the constraints; an
application of which gives a convergence proof for adaptive finite
element methods applied to the Hamiltonian constraint.

This is joint work with Gabriel Nagy and Gantumur Tsogtgerel.

I will briefly discuss some simple (and not-so-simple) nonlinear PDE describing growing "sandpiles". I will then introduce a new nonlinear PDE that in an asymptotic limit models the formation of "lakes" and "rivers" resulting from rainfall over a fixed landscape.

This will be a non-technical talk. I will start by describing how Kolmogorov models dynamical systems and stationary processes so as to put them both into the same mathematical framework and some results that are made possible by this point of view.

These results lie on the chaotic side of dynamics.

On the rigid side of dynamics, I will describe the Kolmogorov-Moser twist theorem (part of KAM theory) and a generalization of that theorem.

I will discuss the very strong similarities between the stability properties of
chaotic and rigid systems.

We discuss properties of a shell type model for the inviscid fluid equations. We prove that the forced system has a unique equilibrium which is an exponential global attractor. Every solution blows up in H^5/6 in finite time . After this time, all solutions stay in H^s, s