セミナー

Math-Fi seminar on 20 Apr.

2023.04.17 Mon up
  • Date: 20 Apr. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room and on the Web (Zoom)
  • Time: 16:30 – 18:00
  • Speaker: Thomas Cavalazzi (Université de Rennes 1)
  • Title: Quantitative weak propagation of chaos for McKean-Vlasov SDEs driven by $\alpha$-stable  processes
  • Abstract: 
In this talk, we will deal with McKean-Vlasov Stochastic Differential Equations (SDEs) driven by $\alpha$-stable processes, with $\alpha \in (1,2)$. We make Hölder-type assumptions on the coefficients, with respect to both space and measure variables. 
We will study the associated semi-group, acting on functions defined on the space of probability measures, through the related backward Kolmogorov Partial Differential Equation (PDE), which describes its dynamics. 
We will focus in particular on its regularizing properties. 
The study relies on differential calculus for functions defined on the space of measures, and on Itô’s formula along flows of marginal distributions of jump processes defined with Poisson random integrals. 
We will finally use the preceding tools to prove quantitative weak propagation of chaos for the mean-field interacting particle system associated with the McKean-Vlasov SDE.
 

Math-Fi seminar on 6 Apr.

2023.04.04 Tue up
  • Date: 6 Apr. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room and on the Web (Zoom)
  • Time: 16:30 – 18:00
  • Speaker: Tommaso Mariotti (Scuola Normale Superiore di Pisa)
  • Title: Coding examples with Python

Math-Fi seminar on 30 Mar.

2023.03.29 Wed up
  • Date: 30 Mar. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room and on the Web (Zoom)
  • Time: 11:00 – 12:30
  • Speaker: Xunyu Zhou (Columbia University)
  • Title: Reinforcement Learning in Continuous Time
  • Abstract:
In this talk I will report some of the latest developments in model-free, 
data-driven reinforcement learning in continuous time with possibly continuous state and action spaces, 
including exploratory formulation, policy evaluation, policy gradient and q-learning. 
Time permitting I will also present applications to portfolio selection.

Math-Fi seminar on 23 Mar.

2023.03.22 Wed up
  • Date: 23 Mar. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room and on the Web (Zoom)
  • Time: 15:30 – 19:00
 
Part 1: 15:30 PM – 17:00 PM 
  • Speaker: Tommaso Mariotti (Scuola Normale Superiore di Pisa)
  • Title: Financial econometrics in high-frequency data
  • Abstract: 
The rise of high-frequency data opened new opportunity, but at the same time poses new challenges in the last decades. Focusing in particular on non-parametric estimation of volatility of stochastic processes, the presence of market microstructure noise is analysed, considering its influence on the consistency of traditional non-parametric estimators such as the realized volatility. Several models for noise are presented, considering their connections with the microstructure models presented in the previous talk. Consistent estimation of volatility in presence of noise is discussed, together with the issue of assessing the presence of noise in financial data. The presence of jumps is discussed analogously, presenting techniques to spot and manage discontinuities in the data while performing volatility estimation.
 
Part 2: 17:30 – 19:00
  • Speaker: Ngo Hoang Long (Hanoi National University of Education)
  • Title:Simulation of McKean-Vlasov SDE’s
  • Abstract:
In this talk, we introduce a tamed-adaptive approximation scheme for McKean-Vlasov SDEs with super-linear coefficients. 
We consider the rates of convergence of the new scheme in $L^p$-norm on both finite and infinite time intervals. 
 

立命館大学幾何学セミナー（2023年3月27日（月））

2023.03.14 Tue up
<<立命館大学幾何学セミナー>>
日時：2023年3月27日（月） 16:00～17:00
講演者：森淳秀 （大阪歯科大学）
題目：A globalization of the information geometry
概要：
PDFファイルをご覧ください．

開催方法：ハイブリッド開催（ウェストウィング6 階談話会室での対面開催及びZoom ミーティングによる配信）を予定．
Zoom 参加の場合，下記のURL より3 月26 日（日）までにご登録ください．当日お昼ごろまでに，Zoom ミーティングのURL 等をお知らせいたします．
https://ritsumei-ac-jp.zoom.us/meeting/register/tJMsce2prTwpGNIMutlZP7AXz5PsY0UWX6Of

対面参加を希望される方は、3月24日（金）までに多羅間へご連絡ください．COVID-19 の感染防止のため，対面参加者数が多い場合は適宜人数制限を行いますので，ご了承ください．（COVID-19 の感染状況によっては開催形態を変更する可能性があります．）

問い合わせ先：立命館大学理工学部数理科学科 多羅間 大輔

Math-Fi seminar on 7 Mar.

2023.03.06 Mon up
  • Date: 7 Mar. (Tue.)
  • Place: W.W. 6th-floor, Colloquium Room and on the Web (Zoom)
  • Time: 17:30-19:00
  • Speaker: Hiroshi Kawabi (Keio University)
  • Title: A graph discretized approximation of diffusions with drift and killing on a complete Riemannian manifold
  • Abstract: Please click here

Math-Fi seminar on 2 Mar.

2023.03.01 Wed up
  • Date: 2 Mar. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room and on the Web (Zoom)
  • Time: 14:30 – 18:00

Part 1: 14:30 – 16:00 
  • Speaker: Benjamin Poignard (Osaka University)
  • Title: Sparse M-estimators in semi-parametric copula models
  • Abstract: Please click here
 
Part 2: 16:30 – 18:00
  • Speaker: Xiaoming Song (Drexel University)
  • Title: Fractional stochastic wave equation driven by a Gaussian noise rough in space
  • Abstract: Please click here
 

Math-Fi seminar on 28 Feb.

2023.02.27 Mon up
  • Date: 28 Feb. (Tue.)
  • Place: W.W. 6th-floor, Colloquium Room and on the Web (Zoom)
  • Time: 17:30-19:00
  • Speaker: Kotaro Hata (Hokkaido University)
  • Title: Uniform Weak Convergence to Additive Processes
  • Abstract:
In 1929, Finetti introduced the concept of an infinitely divisible distribution. It’s been developed by many probabilists and now plays an important role in probability theory. In this talk, I will introduce the relationship between infinitely divisible distributions and additive processes and between infinitely divisible distributions and infinitesimal triangular arrays. After that, we will give a necessary and sufficient condition for a sequence of stochastic processes which is generated by an infinitesimal triangular array to weakly converge an additive process uniformly. In the end, I will give some propositions and examples as a special case of main results. This talk is based on a joint work with Hasebe Takahiro.

立命館大学幾何学セミナー（2023年2月27日（月））

2023.02.22 Wed up
オンライン参加のためには事前登録が必要ですので，2月26日（日）までにフォーム
https://ritsumei-ac-jp.zoom.us/meeting/register/tJUqdOutpzIvG9fQavTjgLFfLygSkpmnhRvs
よりご登録ください．ご登録いただいた方にZoomミーティングの情報が届きます．
 
また，同日15:00–16:00には，同じ会場で同じ講演者の方に余次元1葉層構造の入門についてお話し頂きます。
Zoomミーティングは幾何学セミナーと同じものです。
 
 
 
入門セミナー
 
日時：2022年2月27日（月） 15:00–16:00
会場：ウェストウィング6階談話会室 および Zoomミーティング
講演者：Carlos Meniño氏 (Vigo 大学)
タイトル： An introduction to the theory of (codimension one) foliations
アブストラクト： 
We present a brief survey on fundamental results of the theory of codimension one foliations on closed manifolds: terminology, basic concepts and constructions and relevant theorems (as Reeb stability). We shall focus on some results that only work for codimension one foliations (and some of them only with some regularity assumptions): Dippolito’s decomposition theorem, Hector and Kopell lemmas or Sacksteder and Duminy theorems.”
 
 
立命館大学幾何学セミナー
 
日時：2022年2月27日（月） 16:30–17:30
会場：ウェストウィング6階談話会室 および Zoomミーティング
講演者：Carlos Meniño氏 (Vigo 大学)
タイトル： Exotic non-leaves: exotic 4-manifolds not diffeomorphic to leaves
アブストラクト：
Understanding what kind of manifolds can be realized as leaves of some kind of foliation on some kind of manifold is an old question in the theory of foliations, this is the so called ‘realization problem’. We are interested in the following (also old) question: can some exotic R4 be diffeomorphic to a leaf of some codimension one foliation on a closed 5-manifold? In a joint work with P. Schweitzer (PUC Rio) we show that some families of exotic R4 cannot be diffeomorphic to leaves of codimension one foliations of class C2. In class C1 the question is still open but we have shown that some exotic smoothings on R4 punctured along suitable tame closed sets cannot be ralized as leaves of codimension one foliation (in any reasonable regularity).  The non-punctured case is still open but we shall present a good candidate of exotic R4 not diffeomorphic to a leaf in any regularity (this is work in progess).
 

立命館大学幾何学セミナー（2022年12月23日（金））

2023.02.22 Wed up
日時：2022年12月23日（金） 16:30–17:30
会場：Zoomミーティング
講演者：John Parker氏 (Durham 大学)
タイトル： Non-arithmetic lattices
アブストラクト：
A lattice is a discrete group of isometries of a symmetric space so that the quotient has finite volume. Combining results of Margulis, Gromov, Schoen and Corlette all lattices arise from an arithmetic construction apart from when the space is real or complex hyperbolic space. Lattices that do not arise from this construction are called non-arithmetic. I will give an introduction to this topic and then I will outline my joint project with Martin Deraux and Julien Paupert where we constructed the first examples since 1986 of non-arithmetic lattices for complex hyperbolic 2-space.
 

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