立命館大学数理科学科

立命館大学数理科学科 » 2014年度 http://www.math.ritsumei.ac.jp/home2 立命館大学理工学部数理科学科です。幅広い領域での数学の研究・活用を通して人類の福祉と発展に貢献できる人材を育成することを目標としています。 Thu, 23 Apr 2026 07:17:50 +0000 ja hourly 1 https://wordpress.org/?v=3.9.40 Math-Fi seminar on 20 Mar. http://www.math.ritsumei.ac.jp/home2/?p=842 http://www.math.ritsumei.ac.jp/home2/?p=842#comments Thu, 12 Mar 2015 08:06:40 +0000 http://www.math.ritsumei.ac.jp/?p=842

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

]]> http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=842 0 Math-Fi seminar on 12 Mar. http://www.math.ritsumei.ac.jp/home2/?p=845 http://www.math.ritsumei.ac.jp/home2/?p=845#comments Thu, 05 Mar 2015 08:17:22 +0000 http://www.math.ritsumei.ac.jp/?p=845

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

]]> http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=845 0 Math-Fi seminar on 5 Mar. http://www.math.ritsumei.ac.jp/home2/?p=847 http://www.math.ritsumei.ac.jp/home2/?p=847#comments Fri, 27 Feb 2015 08:25:11 +0000 http://www.math.ritsumei.ac.jp/?p=847

Date : 5 Mar. (Thu)

Place: W.W. 7th-floor, 4th lab.

Time:16:30-19：30

Speaker: Ahmed Kebaier, Hiroshi Kawabi

First talk:

Speaker: Ahmed Kebaier
Time:16:30-18:00
Title: Multilevel Monte Carlo and Importance sampling for stochastic processes

Second talk:

Speaker: Hiroshi Kawabi(Okayama university)
Time:18:00-19:30
Title: Stationary phase for rough differential equations
In this talk, we discuss the method of stationary phase for small noise limit of rough differential equations (RDEs) driven by Gaussian rough path. Our approach is based on the techniques developed in the study of Laplace type functional integrals with Bismut-Malliavin’s integration by parts formula in the sense of rough paths. We also revisit an example due to Aihara-Akahori-Fujii-Nitta (’13) from our point of view. This is joint work with Yuzuru Inahama (Nagoya University).

]]> http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=847 0 Math-Fi seminar on 26 Feb. http://www.math.ritsumei.ac.jp/home2/?p=849 http://www.math.ritsumei.ac.jp/home2/?p=849#comments Sun, 22 Feb 2015 06:54:15 +0000 http://www.math.ritsumei.ac.jp/?p=849

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)

Abstract: The extremal points in the set of all measures with pre-specified marginals, ***without the martingale constraint***, have been extensively studied by many authors in the past (e.g. Denny, Douglas, Letac, Klopotowski to cite only a few).

In this talk, we will focus on the characterization provided by Denny in the countable case: a key property is that the support of the probability Q has no “cycle”, otherwise a perturbation of Q can be constructed so that Q can not be extremal.

In the context of the 2 marginals martingale problem studied by Beiglböck-Juillet, with special cases provided by Henry-Labordère and Touzi, Hobson and Klimmeck, Hobson and Neuberger, and Laachir, we give an analogous “cycle-like” property that corresponds to martingale perturbations.

]]> http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=849 0 Math-Fi seminar on 19 Feb. http://www.math.ritsumei.ac.jp/home2/?p=851 http://www.math.ritsumei.ac.jp/home2/?p=851#comments Sun, 15 Feb 2015 07:25:14 +0000 http://www.math.ritsumei.ac.jp/?p=851

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)

Abstract: In this talk, we study the weak approximation for non-smooth functionals of stochastic differential equations with irregular drift and constant diffusion coefficient.

]]> http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=851 0 Math-Fi seminar on 12 Feb. http://www.math.ritsumei.ac.jp/home2/?p=853 http://www.math.ritsumei.ac.jp/home2/?p=853#comments Sun, 08 Feb 2015 07:31:41 +0000 http://www.math.ritsumei.ac.jp/?p=853

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

]]> http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=853 0 Math-Fi seminar on 6 Feb. http://www.math.ritsumei.ac.jp/home2/?p=855 http://www.math.ritsumei.ac.jp/home2/?p=855#comments Tue, 03 Feb 2015 07:39:32 +0000 http://www.math.ritsumei.ac.jp/?p=855

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.

]]> http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=855 0 Math-Fi seminar on 2 Feb. http://www.math.ritsumei.ac.jp/home2/?p=857 http://www.math.ritsumei.ac.jp/home2/?p=857#comments Sat, 17 Jan 2015 09:00:36 +0000 http://www.math.ritsumei.ac.jp/?p=857

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.

]]> http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=857 0 Math-Fi seminar on 29 Jan. http://www.math.ritsumei.ac.jp/home2/?p=859 http://www.math.ritsumei.ac.jp/home2/?p=859#comments Sat, 17 Jan 2015 08:03:15 +0000 http://www.math.ritsumei.ac.jp/?p=859

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

]]> http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=859 0 Math-Fi seminar on 8 Jan. http://www.math.ritsumei.ac.jp/home2/?p=862 http://www.math.ritsumei.ac.jp/home2/?p=862#comments Sun, 04 Jan 2015 08:19:19 +0000 http://www.math.ritsumei.ac.jp/?p=862

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

]]> http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=862 0