2014年度
2015.03.12 Thu up
- Date : 20 Mar. (Fri)
- Place: W.W. 7th-floor, 4th lab.
- Time : 15:30-17:00
- Speaker: Jie Zhong
- Title: Null Controllability for Stochastic Evolution Equations for Levy Processes
2015.03.05 Thu up
- Date : 12 Mar. (Thu)
- Place: W.W. 7th-floor, 4th lab.
- Time : 16:30 – 18:00
- Speaker: Daisuke Shiraishi (Kyoto U/ETHZ)
- Title: On structure of random walk traces
2015.02.27 Fri up
- Date : 5 Mar. (Thu)
- Place: W.W. 7th-floor, 4th lab.
- Time:16:30-19:30
- Speaker: Ahmed Kebaier, Hiroshi Kawabi
≫ 続きを読む
2015.02.22 Sun up
- Date : 26 Feb. (Thu)
- Place: W.W. 7th-floor, 4th lab.
- Time : 17:00 – 18:00
- Speaker: Claude Martini (Zeliade Systems)
- Title: “Martingale measures with pre-specified marginals: extremal points and perturbations” (joint work with L. Campi, London School of Economics)
≫ 続きを読む
2015.02.15 Sun up
- Date : 19 Feb. (Thu)
- Place: W.W. 7th-floor, 4th lab.
- Time : 16:30 – 18:00
- Speaker: Dai Taguchi (Ritsumeikan unviersity)
- Title: Weak approximation for non-smooth functionals of SDEs with irregular drift (joint work with Hoang-Long Ngo)
≫ 続きを読む
2015.02.08 Sun up
- Date : 12 Feb. (Thu)
- Place: W.W. 7th-floor, 4th lab.
- Time : 16:30 – 18:00
- Speaker: Hiroaki Hata (Shizuoka University)
- Title: Risk-sensitive asset management with jump-Wishart-autoregressive factor model
2015.02.03 Tue up
- Date : 6 Feb. (Fri)
- Place: W.W. 7th-floor, 4th lab.
- Time : 17:00 – 18:30
- Speaker: Alexei Kulik (Taras Shevchenko University)
- Title: Applications of parametrix method for SDEs driven by stable noise: non-negative CAFs and LA(M)N property in statistical models with high frequency of observations.
2015.01.17 Sat up
- Date : 2 Feb. (Mon)
- Place: W.W. 7th-floor, 4th lab.
- Time : 16:30 – 18:00
- Speaker: Alexei Kulik (Taras Shevchenko University)
- Title: Parametrix method for SDEs driven by stable noise, II: justification and applications.
2015.01.17 Sat up
- Date : 29 Jan. (Thu)
- Place: W.W. 7th-floor, 4th lab.
- Time : 16:30 – 18:00
- Speaker: Alexei Kulik (Taras Shevchenko University)
- Title: Parametrix method for SDEs driven by stable noise, I: “cooperative” construction and convergence of the parametrix series
2015.01.04 Sun up
- Date : 8 Jan. (Thu)
- Place: W.W. 7th-floor, 4th lab.
- Time : 16:30 – 18:00
- Speaker: Patrik Andersson (Ritsumeikan University)
- Title: Sampling the parametrix method