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数理ファイナンスセミナー
» 2013年度
2013年度
Math-Fi seminar on 26 Sep.
2013.09.23 Mon up
Date : 26 Sep. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 18:00
Speaker: Kazuhiro Yoshikawa (Ritsumeikan University)
Title: Multidimensional Shintani zeta distributions
≫ 続きを読む
Math-Fi seminar on 19 Sep.
2013.09.12 Thu up
Date : 19 Sep. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 14:30 – 16:00
Speaker: Dai Taguchi (Ritsumeikan University)
Title: Gaussian bound for the density of Euler scheme
≫ 続きを読む
Math-Fi seminar on 12 Sep.
2013.09.06 Fri up
Date : 12 Sep. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 18:00
Speaker: Jie Zhong (Ritsumeikan University)
Title: Wiener chaos expansion and SPDE: introduction
≫ 続きを読む
Math-Fi seminar on 5 Sep.
2013.08.28 Wed up
Date : 5 Sep. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 14:30 – 16:00
Speaker: Song Xiaoming (Ritsumeikan University)
Title: Malliavin calculus for backward stochastic differential equations and application to numerical solutions
≫ 続きを読む
Math-Fi seminar on 22 Aug.
2013.08.12 Mon up
Date : 22 Aug. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 16:00 – 18:10
Speaker: Alexei Kulik (Institute of mathematics, Ukrainian National Academy of Science, Ukraine)
Jian Song ( The university of Hong Kong )
≫ 続きを読む
Math-Fi seminar on 20 Aug.
2013.08.11 Sun up
Date : 20 Aug. (Tue)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 18:00
Speaker: Alexei Kulik (Institute of mathematics, Ukrainian National Academy of Science, Ukraine)
Title: Ergodicity, coupling, and limit theorems in Markov models
≫ 続きを読む
Math-Fi seminar on 15 Aug.
2013.08.10 Sat up
Date : 15 Aug. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 18:00
Speaker: Alexei Kulik (Institute of mathematics, Ukrainian National Academy of Science, Ukraine)
Title: Ergodicity, coupling, and limit theorems in Markov models
≫ 続きを読む
Math-Fi seminar on 8 Aug.
2013.08.02 Fri up
Date : 8 Aug. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 18:00
Speaker: Hideyuki Tanaka (Ritsumeikan University)
Title: On the convergence of an approximate nonlinear filer
≫ 続きを読む
Math-Fi seminar on 1 Aug.
2013.07.30 Tue up
Date : 1 Aug. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 18:00
Speaker: Ngo Hoang-Long (Hanoi National University of Education)
Title: Euler approximation for stochastic differential equations driven by fractional Brownian motions
Math-Fi seminar on 25 Jul.
2013.07.19 Fri up
Date : 25 Jul. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 18:00
Speaker: Hoang-Long Ngo (Hanoi National University of Education)
Title: Weak approximation of SDE with irregural drift
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