2014年度

Math-Fi seminar on 20 Mar.

2015.03.12 Thu up
  • Date : 20 Mar. (Fri)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 15:30-17:00
  • Speaker: Jie Zhong
  • Title: Null Controllability for Stochastic Evolution Equations for Levy Processes

Math-Fi seminar on 12 Mar.

2015.03.05 Thu up
  • Date : 12 Mar. (Thu)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30 – 18:00
  • Speaker: Daisuke Shiraishi (Kyoto U/ETHZ)
  • Title: On structure of random walk traces

Math-Fi seminar on 5 Mar.

2015.02.27 Fri up
  • Date : 5 Mar. (Thu)
  • Place: W.W. 7th-floor, 4th lab.
  • Time:16:30-19：30
  • Speaker: Ahmed Kebaier,   Hiroshi Kawabi
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Math-Fi seminar on 26 Feb.

2015.02.22 Sun up
  • Date : 26 Feb. (Thu)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 17:00 – 18:00
  • Speaker: Claude Martini (Zeliade Systems)
  • Title: “Martingale measures with pre-specified marginals: extremal points and perturbations” (joint work with L. Campi, London School of Economics)
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Math-Fi seminar on 19 Feb.

2015.02.15 Sun up
  • Date : 19 Feb. (Thu)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30 – 18:00
  • Speaker: Dai Taguchi (Ritsumeikan unviersity)
  • Title: Weak approximation for non-smooth functionals of SDEs with irregular drift (joint work with Hoang-Long Ngo)
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Math-Fi seminar on 12 Feb.

2015.02.08 Sun up
  • Date : 12 Feb. (Thu)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30 – 18:00
  • Speaker: Hiroaki Hata (Shizuoka University)
  • Title: Risk-sensitive asset management with jump-Wishart-autoregressive factor model

Math-Fi seminar on 6 Feb.

2015.02.03 Tue up
  • Date : 6 Feb. (Fri)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 17:00 – 18:30
  • Speaker: Alexei Kulik (Taras Shevchenko University）
  • Title: Applications of parametrix method for SDEs driven by stable noise: non-negative CAFs and LA(M)N property in statistical models with high frequency of observations.

Math-Fi seminar on 2 Feb.

2015.01.17 Sat up
  • Date : 2 Feb. (Mon)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30 – 18:00
  • Speaker: Alexei Kulik (Taras Shevchenko University)
  • Title: Parametrix method for SDEs driven by stable noise, II: justification and applications.

Math-Fi seminar on 29 Jan.

2015.01.17 Sat up
  • Date : 29 Jan. (Thu)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30 – 18:00
  • Speaker: Alexei Kulik (Taras Shevchenko University)
  • Title: Parametrix method for SDEs driven by stable noise, I: “cooperative” construction and convergence of the parametrix series

Math-Fi seminar on 8 Jan.

2015.01.04 Sun up
  • Date : 8 Jan. (Thu)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30 – 18:00
  • Speaker: Patrik Andersson (Ritsumeikan University)
  • Title: Sampling the parametrix method

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