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Seminars
Math-Fi seminar on 13 Jun.
2013.06.07 Fri up
Date : 13 Jun. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 18:00
Speaker: Edouard Grenier (ENSTA ParisTech)
Title: Quadratic Gaussian term structures of interest rates as multi-solitons
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Math-Fi seminar on 6 Jun.
2013.06.01 Sat up
Date : 6 Jun. ( Thu )
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 18:00
Speaker: Takafumi Amaba (Ritsumeikan University)
Title: A Discrete-Time Clark-Ocone Formula and Its Application to An Error Analysis
Math-Fi seminar on 30 May
2013.05.24 Fri up
Date: 30 May ( Thu )
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 18:00
Speaker: Jie Yen Fan
Title: Mimicking selfsimilar processes (part II) and the (non-)Markov property of Brownian Hermite martingales
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Math-Fi seminar on 23 May
2013.05.17 Fri up
Date: 23 May ( Thu )
Place: W.W. 7th-floor, 4th lab.
Time: 16:30 – 18:00
Speaker: Nobuaki Naganuma
Title: Asymptotic error distributions of the Crank-Nicholson scheme for SDEs driven by fractional Brownian motion
Math-Fi seminar on 9 May
2013.05.06 Mon up
Date: 9 May ( Thu )
Place: W.W. 7th-floor, 1st-Lab
Time: 14:40 – 17:00
Speaker: Hiroyuki Osaka, Setsuro Fujiie and Arturo Kohatsu-Higa
Math-Fi seminar on 2 May
2013.04.25 Thu up
Date: 2 May ( Thu )
Place: W.W. 7th-floor
Time: 16:30 — 17:30
Speaker: Dai Taguchi (Ritsumeikan University)
Title: Strong Rate of Euler-Maruyama Approximation for Stochastic Differential Equations with non-regular Drift.
Math-Fi seminar on 25 Apr.
2013.04.22 Mon up
This
seminar is co-hosted with Danwakai.
Date: 25 Apr. ( Thu )
Place: P106 on the 1st floor of Prism house
Time: 16:30 — 18:10
16:30 — 17:15: Takahiro Aoyama
Title: Multiple zeta functions and probability distributions on R^d
17:25 — 18:10: Hiraku Nozawa
Title: Introduction to the geometry of foliations
Math-Fi seminar on 18 Apr.
2013.04.12 Fri up
Date: 18 Apr. ( Thu )
Place: W.W. 7th-floor
Time: 16:30 — 17:30
Speaker: Hidemi Aihara (Ritsumeikan University)
Title: Wiener Functionals as Fermions and their Bosonization via Stchastic Areas
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Math-Fi seminar on 11 Apr.
2013.04.05 Fri up
Date: 11 Apr. ( Thu )
Place: W.W. 7th-floor
Time: 16:30 — 18:00
Speaker: Tomonori Nakatsu (Ritsumeikan University)
Title: Malliavin calculus method to analyze the probability law of a one dimensional mimicking process
Math-Fi seminar on 5 Apr.
2013.03.27 Wed up
Date: 5 Apr. (Fri.)
Place: W.W. 7th floor
Time: 16:30 — 18:00
Speaker: Annie Millet (Université Paris I)
Title: Some further properties on the solution of stochastic hydrodynamical equations
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