Department of Mathematical Sciences, Ritsumeikan University Web Page

Date: 17:00–17:50, January 15, 2015
Place: The 4th Lab. of Math. on the 7th floor of West Wing
Speaker: David Herzog (Drake University)
Title: Noise-Induced Stabilization of Planar Flows
Abstract:
We discuss certain, explosive ODEs in the plane that become stable under the additionof noise. In each equation, the process by which stabilization occurs is intuitively clear: Noisediverts the solution away from any instabilities in the underlying ODE. However, in many cases, proving rigorously this phenomenon occurs has thus far been difficult and the current methods used to do so are rather ad hoc. Here we present a general, novel approach to showingstabilization by noise and apply it to these examples. We will see that the methods used streamline existing arguments as well as produce optimal results, in the sense that they allow us to understand well the asymptotic behavior of the equilibrium measure at infinity.

December 4, 2014 @Prism House P107, 16：30–17:50

Speaker: Vlad Bally （University Paris-Est Marne-la-Vallée）
Title : Convergence and regularity of probability laws using an interpolation method
abstract:
Integration by parts formulae represent a usefull instrument for proving regularity of probability laws and the now a day classical Malliavin calculus represents a central method in building such integration by parts formulas and using them. Another important application concerns estimates of the error in total variation distance in some limit theorems. Stochastic equations are the classical framework in which such methods are used. But much regularity for the coefficients of such equations is needed in order to be able to employ Malliavin calculus. In recent years, following some ideas of N. Fournier and J. Printemps, an alternative approach has been initiated, permitting to deal with equations with rather law regularity of the coefficients (and so, out of rich by using Malliaivn calculus). In a work in collaboration with L. Caramellino, we developed these ideas and we proved that this approach feets in the classical framework of Interpolation spaces. The aim of my talk is to give an insight in this new approach.

August 25, 2014 @WW 7-4, 11：00–12:00
Andreas M. Hinz （the University of Munich）
Title：On the Jörgens conjecture in spectral theory

May 2, 2014 @Prism House P106, 16：30–18:10

1. Time: 16:30 — 17:10
Adachi Takanori （Ritsumeikan Univ.）
Title : Toward Categorical Risk Measure Theory
abstract:
We introduce a category that represents varying risk as well as ambiguity. We give a generalized conditional expectation as a presheaf for the category which not only works as a traditional conditional expectation given a σ-field but also is compatible with change of measure. Then, we reformulate dynamic monetary value measures as a presheaf for the category. We show how some axioms of dynamic monetary value measures in the classical setting are deduced as theorems in the new formulation, which is an evidence that the axioms are natural. Finally, we point out the possibility of giving a theoretical criteria with which we can pick up appropriate sets of axioms required for monetary value measures to be good, using a topology-as-axioms paradigm.

2. Time: 17:20 — 18:00
Noriko Wakabayashi （Ritsumeikan Univ.）
Title : Multiple zeta values and finite multiple zeta values
abstract : 
The multiple zeta values (MZVs for short), first considered by L. Euler, are natural generalization of Riemann zeta values. It is known that there are many Q-linear relations among these values with rational coefficients. The finite multiple zeta values (fMZVs for short) have been investigated mainly by M. Hoffman and refined by D. Zagier. In this talk, we discuss some facts, recent results and conjectures for fMZVs, comparing with those for MZVs. 

January 16, 2014 @P108, 16：30–18:40
— 　16:30 — 17:30　 —　
Tai-Ho Wang (City University of New York)
Title : Implied volatility from local volatility: A path integral approach
abstract
— 　17:40 — 18:40　 —　
André Martinez (Università di Bologna)
Title : Optimal estimates for the Helmholtz resonator
abstract

December 6, 2013 @WW 7-2, 16：30–17:30
Yasufumi Nitta（Tokyo Institute of Technology）
 

October 21, 2013 @Forest House F106, 16：30–17:30
Noriaki Ikeda（Ritsumeikan Univ.）
Title : Cohomology theory as a gauge theory

April 25, 2013 @Prism House P106, 16：30–18:10
16:30 — 17:15　Takahiro Aoyama（Ritsumeikan Univ.）
Title : Multiple zeta functions and probability distributions on R^d

17:25 — 18:10　Hiraku Nozawa（Ritsumeikan Univ.）
Title : Introduction to the geometry of foliations