Apr 2012- Mar 2013

Math-Fi seminar on 13 Dec.

2012.12.07 Fri up
  • Date: 13 Dec. (Thu) 16:30 — 18:00
  • Place: W.W. 7th-floor
  • Speaker: Hongwei Long
  • Title: Nadaraya-Watson estimator for stochastic processes driven by stable Levy motions
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Math-Fi seminar on 6 Dec.

2012.11.30 Fri up
  • Date: 6 Dec. (Thu) 16:30 — 18:00
  • Place: W.W. 7th-floor
  • Speaker: Mireia Besalu Mayol
  • Title: Fractional Brownian motion and stochastic differential delay equations with non-negativity constraints

Math-Fi seminar on 29 Nov.

2012.11.21 Wed up
  • Date: 29 Nov. (Thu) 16:30 — 18:00
  • Place: W.W. 7th-floor
  • Speaker: Takafumi Amaba
  • Title: On the monotonicity of $\mathcal{L}_{0}$-cost along backward heat flow( continuation ).
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Math-Fi seminar on 20 Nov.

2012.11.14 Wed up
  • Date: 20 Nov. (Tue) 16:30 — 18:00
  • Place: the 3rd lab., W.W. 7th-floor
  • Speaker: Hideo Nagai
  • Title: Robust estimates of certain large deviation probabilities for controlled semi-martingales.
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Math-Fi seminar on 15 Nov.

2012.11.12 Mon up
  • Date: 15 Nov. (Thu) 16:30 — 18:00
  • Place: W.W. 7th-floor 
  • Speaker: Yuri Imamura
  • Title: Static Hedge of Defaultable Derivative

Math-Fi seminar on 8 Nov.

2012.11.06 Tue up
  • Date: 8 Nov. (Thu) 16:30 — 18:00
  • Place: W.W. 7th-floor 
  • Speaker: Ngo Hoang Long
  • Title: Central limit theorems for Euler approximation of SDE
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Math-Fi seminar on 1 Nov.

2012.10.30 Tue up
  • Date: 1 Nov. (Thu) 
  • Place: W.W. 7th-floor 
  • Time: 15:00 — 17:30
  • Speakers:  Ciprian Tudor,  Makoto Maejima
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Math-Fi seminar on 25 Oct.

2012.10.19 Fri up
  • Date: 25 Oct. (Thu) 
  • Place: W.W. 7th-floor 
  • Time: 15:00 — 17:30
  • Speakers: Ciprian Tudor,  Emi Osuka
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Math-Fi seminar on 23 Oct.

2012.10.18 Thu up
  • Date: 23 Oct. (Tue) 
  • Place: W.W. 7th-floor 3rd lab.
  • Time: 16:30–18:00
  • Speaker: Azmi MAKHLOUF
  • Title: Estimates for the density of functionals of SDE’s with irregular drift.
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Math-Fi seminar on 11 Oct.

2012.10.08 Mon up
  • Date: 11 Oct. (Thu) 
  • Place: W.W. 7th-floor 2nd lab.
  • Time: 16:30–18:00
  • Speaker:Syouta Mizukami (Tokyo University of Science)
  • Title: Generalized Hurwitz zeta distributions