Mini Workshop on "Probability Theory and its Applications"

On Nov. 16 (Sun) 13:00--17:00 at WW7F-Room 3, BKC, Ritsumeikan Univ


Program:

13：00--13:50
SHIOZAWA, Yuichi (Kyoto)
A note on localization for branching Brownian motions
in random environment

14：00--14:50
YANO, Kouji (Kobe)
On the stochastic equations of Tsirelson-Yor-Akahori-Uenishi-Yano
(joint work with T. Hirayama)

15:10--16:00
YOR, Marc(Paris VI)
Asian options as (generalized) Europian options
via the Brownian sheet

16:10--17:00
DELBAEN, Freddy (ETH, Zurich)
The viscous Hamilton-Jacobi equation: relations with finance