立命館大学数理科学科 » 2013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 26 Mar. http://www.math.ritsumei.ac.jp/home2/?p=927 http://www.math.ritsumei.ac.jp/home2/?p=927#comments Fri, 21 Mar 2014 08:16:03 +0000 http://www.math.ritsumei.ac.jp/?p=927
  • Date : 26 Mar. (Wed)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30 – 18:00
  • Speaker: Michcle Triestino (Ecole Normale Superieure de Lyon)
  • Title: Obtaining stationary random metrics on hierarchical graphs by a cut-off method
    • (joint work with M. Khristoforov & V. Kleptsyn)
    • Note: Nozawa asked the speaker to make his talk accessible for undergraduate students.
    • Abstract: Given a random metric on the square, it is possible to define a new random (pseudo-)metric taking four independent copies of it and gluing the four squares together. Is there any non-trivial stationary random metric? This is a question that has grown of interest very recently, due to its relations with Liouville Quantum Gravity and planar maps: it is indeed a geometric description of the multiplicative cascade producing the conformal « metric », whose density is the exponential of the Dyadic Gaussian Free Field. Such a « metric » makes sense only if we consider it as a distribution — the open challenge for mathematicians is to define it rigorously. Successful results have been achieved a few years ago by Le Gall and Miermont (independently), using planar maps. However, in the way we have formulate this problem, there is no definite result. In 2008, Benjamini and Schramm proved that multiplicative cascades on the interval produce well-defined metrics.
    Inspired by this problem, we study simpler models (following a suggestion of Benjamini): for self-similar objects like hierarchical graphs and the Sierpinski triangle, we get positive answers. This is done by introducing a cut-off process that could be useful in a more general setting. We will also how this result allows to define rigorously a unique non-trivial stationary random metric (up to a scalar factor).
    ]]>     http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=927 0     Math-Fi seminar on 13 Mar. http://www.math.ritsumei.ac.jp/home2/?p=929 http://www.math.ritsumei.ac.jp/home2/?p=929#comments Fri, 07 Mar 2014 08:28:35 +0000 http://www.math.ritsumei.ac.jp/?p=929
  • Date : 13 Mar.  (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Dai Taguchi (Ritsumeikan University)
  • Title: Gaussian estimate of density of SDE with irregular coefficients and its application to the stability ploblems
    • Abstract: We consider the density of a one-dimensional SDEs with bounded measurable drift coefficient and Hölder continuous diffusion coefficient. It is known that if coefficients are smooth enough, the density of SDE is bounded above and below by Gaussian densities. In this talk, we will prove that if the drift coefficient is bounded measurable and diffusion coefficient is bounded, uniformly elliptic and Hölder continuous, then the density of SDE can be bounded above by Gaussian density. The idea of proof is a “Taylor-like expansion” of semigroup and density which is introduced by Bally and Kohatsu-Higa.
    As an application of the density estimate, we provide the strong rate of convergence for the stability problems with discontinuous drift coefficient and Hölder continuous diffusion coefficient.
    ]]>     http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=929 0     Math-Fi seminar on 6 Mar. http://www.math.ritsumei.ac.jp/home2/?p=931 http://www.math.ritsumei.ac.jp/home2/?p=931#comments Sun, 02 Mar 2014 08:34:58 +0000 http://www.math.ritsumei.ac.jp/?p=931
  • Date : 6 Mar.  (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Kazufumi Fujimoto (Osaka University)
  • Title: Expected utility maximization under incomplete information and with Cox-process observations
    • Abstract: We consider the maximization problem of expected terminal utility. The underlying market model is a regime-switching diffusion model in which the regime is determined by an unobservable factor process forming a finite-state Markov process. The main novelty is due to the fact that prices are observed and the portfolio is rebalanced only at random times corresponding to a Cox process in which intensity is further driven by the unobserved Markovian factor process. This leads to a more realistic modeling for several practical situations, as in markets with liquidity restrictions; on the other hand, it considerably complicates the problem to such a degree that traditional methodologies cannot be directly applied. Furthermore, we provide a numerical scheme for these problems to numerically compute the value functions.
    ]]>     http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=931 0     Math-Fi seminar on 17 Feb. http://www.math.ritsumei.ac.jp/home2/?p=936 http://www.math.ritsumei.ac.jp/home2/?p=936#comments Mon, 10 Feb 2014 07:59:48 +0000 http://www.math.ritsumei.ac.jp/?p=936
  • Date : 17 Feb. (Mon)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Annie Millet  (Université Paris I）
  • Title: On the Richardson acceleration of finite elements schemes for parabolic SPDEs
    • Abstract: We consider some finite elements approximations $u^h$ of the solution  u to a semilinear parabolic SPDE whose coefficients satisfy the classical stochastic parabolicity condition, and h>0 is a scaling factor.
    We obtain an  approximation of $u^h-u$ which is polynomial in h.  
    This yields   the corresponding Richardson acceleration method for such finite element approximations of $u$ by $u^h$  given any prescribed speed.
     This joint work with  I. Gyöngy extends previous results proved by I. Gyöngy and N. Krylov (2010).
    ]]>     http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=936 0     Math-Fi seminar on 13 Feb. http://www.math.ritsumei.ac.jp/home2/?p=938 http://www.math.ritsumei.ac.jp/home2/?p=938#comments Wed, 05 Feb 2014 08:13:05 +0000 http://www.math.ritsumei.ac.jp/?p=938
  • Date : 13 Feb. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Takahiro Tsuchiya (University of Aizu)
  • Title: Convergence rate of stability problems of SDEs with (dis-)continuous coefficients
    • Abstract: We consider the stability problems of one dimensional SDEs when the diffusion coefficients satisfy the so called Nakao-Le Gall condition.
    The explicit rate of convergence of the stability problems are given by the Yamada-Watanabe method without the drifts.
    These stability rate problems are extended to the case where the drift coefficients are bounded and in $L^1$.
    It is shown that the convergence rate is invariant under the removal of drift method for the SDEs driven by the Wiener process.
    ]]>     http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=938 0     Math-Fi seminar on 30 Jan. http://www.math.ritsumei.ac.jp/home2/?p=940 http://www.math.ritsumei.ac.jp/home2/?p=940#comments Mon, 27 Jan 2014 08:30:20 +0000 http://www.math.ritsumei.ac.jp/?p=940
  • Date : 30 Jan. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Takafumi Amaba (Ritsumeikan University)
  • Title: A conjecture by Kontsevich and Suhov: unique existence of Malliavin measure.
    • Abstract:
    Along the line of Kontsevich-Suhov (2007),
    I will introduce a conjecture proposed in their work.
    For this purpose, given a conformal structure, several geometric notions such as
    loop space, Liouville action, determinant line bundle, neutral collection and so on,
    will be introduced.
     
    ]]>     http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=940 0     Math-Fi seminar on 23 Jan. http://www.math.ritsumei.ac.jp/home2/?p=942 http://www.math.ritsumei.ac.jp/home2/?p=942#comments Fri, 17 Jan 2014 06:51:18 +0000 http://www.math.ritsumei.ac.jp/?p=942
  • Date : 23 Jan. (Thu)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30 – 17:30 (50 minute talk 10 minute question time)
  • Speaker: Xiaoming Song (Ritsumeikan University)
  • Title: Backward stochastic differential equations and Malliavin Calculus
    • ]]>     http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=942 0     Math-Fi seminar on 16 Jan. http://www.math.ritsumei.ac.jp/home2/?p=944 http://www.math.ritsumei.ac.jp/home2/?p=944#comments Wed, 15 Jan 2014 07:02:56 +0000 http://www.math.ritsumei.ac.jp/?p=944 The Mathematical Finance seminar will be held on Jan 16th (Thu), 
    ​which is a joint seminar with the colloquium of mathematical department. 

    • Date: 16 Jan. (Thu) 
    • Place:  Prism House  P 108 
     
    • Time: 16:30 – 17:30 
    • Speaker:  Tai-Ho Wang (City University of New York) 
    • Title: Implied volatility from local volatility: A path integral approach 
    • abstract
     
    • Time: 17:40 – 18:40 
    • Speaker: André Martinez (Università di Bologna)
    • Title： Optimal estimates for the Helmholtz resonator 
    • abstract


    ]]>     http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=944 0     Math-Fi seminar on 9 Jan. http://www.math.ritsumei.ac.jp/home2/?p=946 http://www.math.ritsumei.ac.jp/home2/?p=946#comments Tue, 07 Jan 2014 08:02:22 +0000 http://www.math.ritsumei.ac.jp/?p=946
  • 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
    • Abstract: In this talk, we will discuss integration by parts formula for discrete and continuous time maximum of a one-dimensional SDE. An application will be also given in the talk. 
    ]]>     http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=946 0     Math-Fi seminar on 12 Dec. http://www.math.ritsumei.ac.jp/home2/?p=948 http://www.math.ritsumei.ac.jp/home2/?p=948#comments Thu, 05 Dec 2013 08:21:58 +0000 http://www.math.ritsumei.ac.jp/?p=948
  • 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
    • ]]>     http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=948 0