2013年度

Math-Fi seminar on 5 Dec.

2013.11.29 Fri up
  • Date :  5 Dec. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Masaaki Tsuchiya （Kanazawa University）
  • Title: 放物型方程式の弱解に対する確率論的表現とその応用
  • Abstract

Math-Fi seminar on 28 Nov.

2013.11.21 Thu up
  • Date : 28 Nov. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 

  • Time : 16:30 – 16:50
  • Speaker: Takuro Nishitani  (Ritsumeikan University)
  • Title: Taylor method of initial value problem in diffusion

  • Time : 16:50 – 17:10
  • Speaker: Seiya Tateiri (Ritsumeikan University)
  • Title: Exact simulation of Multidimensional diffusion

  • Time : 17:10 – 17:30
  • Speaker: Yu Hyeri  (Ritsumeikan University)
  • Title: A Dynamic Capital Growth Model with Uncertain Technological Changes

  • Time : 17:30 – 17:50
  • Speaker: Keiichiroh Uchida  (Ritsumeikan University)
  • Title: On erthquake insurance

  • Time : 17:50 – 18:10
  • Speaker: Atsushi Naganawa  (Ritsumeikan University)
  • Title: A diffusion approximation of a stochastic model of metastasis formation
 

Math-Fi seminar on 21 Nov.

2013.11.14 Thu up
  • Date :  21 Nov. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Azmi Makhlouf　(University of TUNIS EL MANAR)
  • Title: Delta and Delta-Gammma hedging error rate with irregular payoffs

Math-Fi seminar on 14 Nov.

2013.11.07 Thu up
  • Date :  14 Nov. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
     
  • Time : 16:30 – 17:00
  • Speaker: Ryo Akimoto (Ritsumeikan University)
  • Title: The Put-Call Symmetry Method by a Higher-Order Scheme
     
  • Time : 17:00 – 17:30
  • Speaker: Tsubasa Inoue  (Ritsumeikan University)
  • Title: Wiener-Hopf Euler-Maruyama Scheme for Stochastic Differential Equations

Math-Fi seminar on 7 Nov.

2013.11.04 Mon up
  • Date :  7 Nov. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Nobutaka Shimizu (Ritsumeikan University)
  • Title: Multidimensional Polynomial Euler Products and Lévy Measures

Math-Fi seminar on 24 Oct.

2013.10.19 Sat up
  • Date : 24 Oct. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Vlad Bally (Universite Paris Est)
  • Title: Error estimate for Victoir Ninomiya approximation scheme 

Math-Fi seminar on 17 Oct.

2013.10.11 Fri up
  • Date : 17 Oct. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Kengo Kato (University of Tokyo)
  • Title: Gaussian approximation of suprema of empirical processes
≫ 続きを読む

Math-Fi seminar on 15 Oct.

2013.10.04 Fri up
  • Date : 15 Oct. (Tue)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Vlad Bally (Universite Paris Est)
  • Title: Convergence in total variation for the law of functionals on the Wiener space

Math-Fi seminar on 10 Oct.

2013.10.03 Thu up
  • Date : 10 Oct. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Vlad Bally (Universite Paris Est)
  • Title: Estimate of the distance between two probability densities using Malliavin calculus

Math-Fi seminar on 3 Oct.

2013.09.26 Thu up
  • Date : 3 Oct. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Yoshio Miyahara (Ritsumeikan University and Nagoya City University)
  • Title: Evaluation of the scale risk

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