| □ 研究概要 |
お問い合わせ：
立命館大学ーファイナンス研究センター
CRESTプロジェクト/コハツ・チーム
| サイト管理者へのメール | 免責事項 | 2011年7月19日更新 |
 最新のNEWS |
□2013.10.26 - 11.1 [CREST Workshop]
"Stochastic Processes and their Statistics in Finance" を開催しました。
詳細は上記サイトよりご覧いただけます。
□2013.10.24[CREST School]Vlad Bally (Universite Pari Est)
Error estimate for Victoir Ninomiya approximation scheme
□2013.10.17[CREST Seminar]Kato Kengo(東京大学)
Gaussian approximation of suprema of empirical processes
□2013.10.15[CREST School]Vlad Bally (Universite Pari Est)
Convergence in total variation for the law of function on the Wiener space
□2013.10.10[CREST School]Vlad Bally (Universite Pari Est)
Estimate of the distance between two probability densities using Malliavin
calculus
□2013.9.19[CREST Seminar]Dai Taguchi (立命館大学)
Gaussian bound for the density of Euler scheme
□2013.9.12[CREST Seminar]Jie Zhong(立命館大学)
Wiener chaos expansion and SPDE: introduction
□2013.9.05[CREST Seminar]Xiaoming Song(立命館大学)
Malliavin calculus for backward stochastic differential equations and application
to numerical solutions
□2013.8.22[CREST Seminar]Song Jian(The university of Hong Kong)
On the Feynman-Kac formula of a heat equation driven by a fractional white
noise
□2013.8.20, 8.22[CREST School]Alexei Kulik (Institudte of mathematics, Ukrainian National Academy of
science, Ukraine)
Ergodicity, coupling, and limit theorems in Markov models
□2013.8.1[CREST Seminar]Ngo Hoang-Long (Hanoi National University of Education)
Euler approximation for stochastic differential equations driven by fractional
Brownian motions
□2013.7.25[CREST Seminar]Ngo Hoang-Long (Hanoi National University of Education)
Weak approximation of sde with irregural drift
□2013.7.4 [CREST Seminar]Arturo Kohatsu-Higa (立命館大学)
A probabilistic interpretation of the parametrix method
□2013.6.27 [CREST Seminar] Jiro Akahori (立命館大学)
Convergence order of Euler-Maruyama Scheme with symmetrization of Diffusions
□2013.5.23 [CREST Seminar]Nobuaki Naganuma (東北大学)
Asymptotic error distributions of the Crank-Nicholson scheme for SDEs driven
by fractional Brownian motion
□2013.5.2 [CREST Seminar]Dai Taguchi (立命館大学)
Strong Rate of Euler-Maruyama Approximation for SDE with non-regular drift
□2013.4.11 [CREST Seminar]Tomonori Nakatsu (立命館大学)
Malliavin calculus method to analyze the probability law of a one dimensional
mimicking process
□2013.4.5 [CREST School]Annie Millet (Universite Paris I)
Some further properties on the solution of stochastic hydrodynamical equaitons
□2013.4.3 [CREST School]Annie Millet (Universite Paris I)
Infinite dimensional stochastic calculus and its application to some nonlinear
hydrodynamical models
□2013.4.1 [CREST School]Annie Millet (Universite Paris I)
An introduction to the stochastic Navier Stokes equations and relate hyrodynamical
models
□2013.3.21 [CREST Seminar]TRAN Ngoc Khue (Universite Paris 13)
Introduction to local asymptotic normality (LAN) and local asymptotic mixed
normality (LAN) properties
□2013.3.5 [CREST Seminar]Shigeki Aida(東北大学)
Wong-Zakai approximation of solutions to reflecting stochastic differential
equations on domains in Euclidian spaces
□2013.2.27 [CREST Seminar]Libo Li(立命館大学)
Introduction to enlargement of filtration and a new decomposition formula
□2013.2.14 [CREST Seminar]Ngo Hoang Long (立命館大学)
Approximaitons of non-smooth integral type functionals of one dimensional
diffusion processes
□2013.1.18 [CREST Seminar]Toshihiro Yamada (MTEC, 三菱 UFJ)
A Closed-form approximation method for computational finance
□2013.1.10 [CREST Seminar]Atsushi Takeuchi(大阪市立大学)
A symptotic behavior of densities for stochastic functional differential
equations
2012.8.16 [CREST セミナー]安田 和弘 (法政大学）:
確率インパルス制御問題の数値計算法について
2012.8.2 [CREST セミナー]中津 智則 (立命館大学）
Boundary Evolution Equations for American Options
2012.7.20-23-24 [CREST スクール]山崎 和俊 (大阪大学）
Levy processes and their applications
2012.7.19 [CREST セキナー]青山 崇洋 (東京理科大学）
Some classes of infinitely divisible distributions on R^d Abstract
□2012.5.1７ [CREST セミナー]関根順 (大阪大学）
Some remarks on Bayesian optimal CRRA-utility
□2012.6.14-21-28 [CREST スクール (立命館大学のM1）
Levy 過程
□2012.5.1７ [CREST セミナー]田中秀幸 (立命館大学）
Multi level Monte Carlo
□2012.5.10 [CREST セミナー]田中秀幸 (立命館大学）
An acceralated Euler-Maruyama scheme for perturbed SDE
□2012.4.05 [CREST セミナー]深澤正彰 (大阪大学）
□2012.3.22 [CREST セミナー]Dr. Ngo Hoang Long (立命館大学）
□2012.3.13 [CREST セミナー]Jose da Fonseca (Auckland University of Technology)
□2012.2.16 [CREST セミナー]竹内敦先生（大阪市大学）
□2012.3.13 [CREST セミナー]Mingyu Xu (Chinese Academy of Sciences)
□2012.3.12 [CREST セミナー]Stephane Menozzi (Universite Paris VII)
□2012.3.12 [CREST セミナー]Monique Jeanblanc (Universite d'Evry)
□2012.2.16 [CREST セミナー]楠岡誠一郎 （京都大学）
□2012.2.23 [CREST セミナー]Azmi Makhlouf先生（大阪大学）
□2012.2.23 [CREST セミナー]田中秀行（立命館大学）
