数理ファイナンスセミナー

Math-Fi seminar on 24 Apr.

2014.04.18 Fri up
  • Date : 24 Apr.  (Thu)
  • Place: W.W. 7th-floor, 3rd lab. 
  • Time : 16:30 – 18:00
  • Speaker: Libo Li  (Ritsumeikan University)
  • Title:  Backward parametrix method for SDE driven by stable Levy process + pseudo stopping times (if there is time)

Math-Fi seminar on 17 Apr.

2014.04.11 Fri up
  • Date : 17 Apr.  (Thu)
  • Place: W.W. 7th-floor, 3rd lab. 
  • Time : 16:30 – 18:00
  • Speaker: Go Yuki (Ritsumeikan University)
  • Title: Holder Continuity Property of the Densities of SDEs with Singular Drift Coefficients

Math-Fi seminar on 10 Apr.

2014.04.03 Thu up
  • Date : 10 Apr.  (Thu)
  • Place: W.W. 7th-floor, 3rd lab. 
  • Time : 16:30 – 18:00
  • Speaker: Yuuki Ida (Ritsumeikan University)
  • Title: Stochastic Calculus for Parisian Walk

Math-Fi seminar on 3 Apr.

2014.04.01 Tue up
  • Date : 3 Apr.  (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Takafumi Amaba (Ritsumeikan University)
  • Title: TBA

Math-Fi seminar on 26 Mar.

2014.03.21 Fri up
  • Date : 26 Mar. (Wed)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30 – 18:00
  • Speaker: Michcle Triestino (Ecole Normale Superieure de Lyon)
  • Title: Obtaining stationary random metrics on hierarchical graphs by a cut-off method
(joint work with M. Khristoforov & V. Kleptsyn)
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Math-Fi seminar on 13 Mar.

2014.03.07 Fri up
  • Date : 13 Mar.  (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Dai Taguchi (Ritsumeikan University)
  • Title: Gaussian estimate of density of SDE with irregular coefficients and its application to the stability ploblems
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Math-Fi seminar on 6 Mar.

2014.03.02 Sun up
  • Date : 6 Mar.  (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Kazufumi Fujimoto (Osaka University)
  • Title: Expected utility maximization under incomplete information and with Cox-process observations
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Math-Fi seminar on 17 Feb.

2014.02.10 Mon up
  • Date : 17 Feb. (Mon)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Annie Millet  (Université Paris I）
  • Title: On the Richardson acceleration of finite elements schemes for parabolic SPDEs
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Math-Fi seminar on 13 Feb.

2014.02.05 Wed up
  • Date : 13 Feb. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Takahiro Tsuchiya (University of Aizu)
  • Title: Convergence rate of stability problems of SDEs with (dis-)continuous coefficients
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Math-Fi seminar on 30 Jan.

2014.01.27 Mon up
  • Date : 30 Jan. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Takafumi Amaba (Ritsumeikan University)
  • Title: A conjecture by Kontsevich and Suhov: unique existence of Malliavin measure.
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