News&Events

Math-Fi seminar on 18 Jul.

2019.07.16 Tue up
  • Date: 18 Jul. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: José Manuel Corcuera (Universitat de Barcelona)
  • Title: The Kyle-Back equlibrium model (second lecture)

Math-Fi seminar on 11 Jul.

2019.07.08 Mon up
  • Date: 11 Jul. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: José Manuel Corcuera (Universitat de Barcelona)
  • Title: The Kyle-Back equlibrium model (first lecture)
  • Abstract: 
​​In this talk we will give a general review on this model propose by Kyle in the discrete time setting, and extended by Back to the continuous time setting, to model the effect of the trading of an agent with privilege information in the market prices of a stock in a financial market.
 

Math-Fi seminar on 4 Jul.

2019.07.02 Tue up
  • Date: 4 Jul. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Takanobu Yamanobe (Hokkaido University, School of Medicine)
  • Title: ノイズを持つ神経細胞モデルの確率過程の漸近展開による解析

Math-Fi seminar on 27 Jun.

2019.06.25 Tue up
  • Date: 27 Jun. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
 
  • Time: 15:30-16:30 
  • First Speaker: Jorge Ignacio González Cázares (The University of Warwick)
  • Title: TBA (final lecture)
 
  • Time: 16:30-17:30
  • Second Speaker: Kiseop Lee (Purdue University)
  • Title: Bond Prices with Insufficient Information

  • Time: 17:30-18:30
  • Final Speaker: Tomoyuki Ichiba (University of California, Santa Barbara)
  • Title: Mean-field and tree interactions for stochastic volatility
  • Abstract:
We shall discuss diffusions with mean-field interactions and interactions through a tree structure by introducing stochastic differential equations with distributional constraints. This class of system includes a system of directed chain stochastic differential equations, and it has an infinite-dimensional feature and so does the corresponding system of filtering equations we discuss. We approximate the system by particle systems, and apply the results for modeling stochastic volatility.
 

Math-Fi seminar on 20 Jun.

2019.06.18 Tue up
  • Date: 20 Jun. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Jorge Ignacio González Cázares (The University of Warwick)
  • Title: Geometrically Convergent Simulation of the Extrema of Lévy Processes (second lecture)

Math-Fi seminar on 13 Jun.

2019.06.10 Mon up
  • Date: 13 Jun.  (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Jorge Ignacio González Cázares (The University of Warwick)
  • Title: Approximating and Simulating the Suprema of Lévy Processes

Math-Fi seminar on 23 May

2019.05.21 Tue up
  • Date: 23 May (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Arturo Kohatsu-Higa (Ritsumeikan University)
  • Title: Continuity problems

Math-Fi seminar on 2 May

2019.04.30 Tue up
  • Date: 2 May (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Yuta Ishigaki (Cosmedia. Co., Ltd)
  • Title: Job of System engineer

Math-Fi seminar on 25 Apr.

2019.04.22 Mon up
  • Date: 25 Apr. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Tomooki Yuasa (Ritsumeikan University)
  • Title: Introduction to parametrix method

Workshop [April 4, 2019]

2019.04.01 Mon up
”One day workshop on stochastic analysis”
  • Date: 4 Apr. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 13:00-18:20


   Schedule

  • Time: 13:00-13:40
  • Speaker: Seiichiro Kusuoka (Okayama University)
  • Title: Invariant measure and flow associated to the Phi4-quantum field model on the three-dimensional torus

  • Time: 13:45-14:25
  • Speaker: David Nualart (Kansas University)
  • Title: Breuer-Major theorem: tightness and rate of convergence

  • Time: 14:40-15:20
  • Speaker: Hiroshi Tsukada (Kyoto University)
  • Title: Pathwise uniqueness of SDEs driven by strictly stable processes

  • Time: 15:25-15:45
  • Speaker: Takuya Nakagawa (Ritsumeikan University)
  • Title: $L^{\beta}$ distance between two one-dimensional stochastic differential equations driven by a symmetric $\alpha$-stable process

  • Time: 16:00-16:40
  • Speaker: Lorick Huang (INSA de Toulouse)
  • Title: A Local Limit Theorem for Robbins-Monro Procedure

  • Time: 16:45-17:25
  • Speaker: Yu Ito (Kyoto Sangyo University)
  • Title: A fractional calculus approach to rough path integration

  • Time: 17:40-18:20
  • Speaker: Anthony Reveillac (INSA de Toulouse)
  • Title: On a stochastic Hardy-Littlewood-Sobolev inequality with application to Strichartz estimates for a noise dispersion

 Organizing Committee: Yuuki Ida (Ritsumeikan University) and Gô Yûki (Ritsumeikan University)