立命館大学数理科学科

• Date : 9 Jan. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Tomonori Nakatsu (Ritsumeikan University)
• Title: Integration by parts formula for discrete and continuous time maximum of a one-dimensional SDE

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日時： 12月10日(火) 　16:30 ～ 17:30
場所： ウエストウイング７階　数学第４研究室
講演者： 新田　泰文 氏（東京工業大学）
講演題目： モーメント写像の諸相 II
本セミナーは「総合科学技術研究機構グループ型研究プログラム」
http://www.ritsumei.ac.jp/research/center/sci_eng/
“Bridging GAP project”(GAP = Geometry, Analysis and Probability) の一環で行うものです．

• Date : 12 Dec. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: TRAN Ngoc Khue　(Université Paris 13)
• Title: LAN property for SDE’s with jumps

• Date :  5 Dec. (Thu)
• Place: W.W. 7th-floor, 4th lab. 
• Time : 16:30 – 18:00
• Speaker: Masaaki Tsuchiya （Kanazawa University）
• Title: 放物型方程式の弱解に対する確率論的表現とその応用
• Abstract

• Date : 28 Nov. (Thu)
• Place: W.W. 7th-floor, 4th lab. 

• Time : 16:30 – 16:50
• Speaker: Takuro Nishitani  (Ritsumeikan University)
• Title: Taylor method of initial value problem in diffusion

• Time : 16:50 – 17:10
• Speaker: Seiya Tateiri (Ritsumeikan University)
• Title: Exact simulation of Multidimensional diffusion

• Time : 17:10 – 17:30
• Speaker: Yu Hyeri  (Ritsumeikan University)
• Title: A Dynamic Capital Growth Model with Uncertain Technological Changes

• Time : 17:30 – 17:50
• Speaker: Keiichiroh Uchida  (Ritsumeikan University)
• Title: On erthquake insurance

• Time : 17:50 – 18:10
• Speaker: Atsushi Naganawa  (Ritsumeikan University)
• Title: A diffusion approximation of a stochastic model of metastasis formation

 

• Date :  21 Nov. (Thu)
• Place: W.W. 7th-floor, 4th lab. 
• Time : 16:30 – 18:00
• Speaker: Azmi Makhlouf　(University of TUNIS EL MANAR)
• Title: Delta and Delta-Gammma hedging error rate with irregular payoffs

• Date :  14 Nov. (Thu)
• Place: W.W. 7th-floor, 4th lab. 
   
• Time : 16:30 – 17:00
• Speaker: Ryo Akimoto (Ritsumeikan University)
• Title: The Put-Call Symmetry Method by a Higher-Order Scheme
   
• Time : 17:00 – 17:30
• Speaker: Tsubasa Inoue  (Ritsumeikan University)
• Title: Wiener-Hopf Euler-Maruyama Scheme for Stochastic Differential Equations

• Date :  7 Nov. (Thu)
• Place: W.W. 7th-floor, 4th lab. 
• Time : 16:30 – 18:00
• Speaker: Nobutaka Shimizu (Ritsumeikan University)
• Title: Multidimensional Polynomial Euler Products and Lévy Measures

• Date : 24 Oct. (Thu)
• Place: W.W. 7th-floor, 4th lab. 
• Time : 16:30 – 18:00
• Speaker: Vlad Bally (Universite Paris Est)
• Title: Error estimate for Victoir Ninomiya approximation scheme 

• Date : 17 Oct. (Thu)
• Place: W.W. 7th-floor, 4th lab. 
• Time : 16:30 – 18:00
• Speaker: Kengo Kato (University of Tokyo)
• Title: Gaussian approximation of suprema of empirical processes

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