Apr 2016-Mar 2017
2016.07.11 Mon up
- Date : 14 Jul. (Thu.)
- Place: W.W. 7th-floor, 4th lab.
- Time : 16:30-18:00
- Speaker: Laurent Denis (Universite de Mans)
- Title: Chaotic extensions and the lent particle method for Brownian motion
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2016.07.05 Tue up
- Date : 7 Jul. (Thu.)
- Place: W.W. 7th-floor, 4th lab.
- Time : 16:30-18:00
- Speaker: Yuuki Ida (Ritsumeikan University)
- Title: Generalized Reflection Principle for SABR model
2016.06.13 Mon up
- Date : 16 Jun. (Thu.)
- Place: W.W. 7th-floor, 4th lab.
- Time : 16:30-18:00
- Speaker: Dai Taguchi (Ritsumeikan University)
- Title: Weak rate of convergence for the Euler-Maruyama scheme with fractional differential drift
2016.06.07 Tue up
- Date: 7 Jun. (Tue.)
- Place: W.W. 7th-floor, Colloquium Room
- Time : 13:00-16:10
- Speaker: Jim Pitman (University of California, Berkeley),
- Speaker: Lancelot James (Hong Kong University of Science and Technology)
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2016.05.17 Tue up
- Date: 19 May (Thu.)
- Place: W.W. 7th-floor, 4th lab.
- Time: 16:30-18:00
- Speaker: Takafumi Amaba
- Title: Refining knowledge of Skorokhod integral
2016.05.09 Mon up
- Date: 12 May (Thu.)
- Place: W.W. 7th-floor, 4th lab.
- Time: 16:30-18:00
- Speaker: Dai Taguchi
- Title: Euler-Maruyama scheme for SDEs with discontinuous diffusion coefficient
2016.04.25 Mon up
- Date: 28 Apr. (Thu.)
- Place: W.W. 7th-floor, 4th lab.
- Time: 16:30-18:00
- Speaker: Alex Kulik (Institute of mathematics, Kyiv, Ukraine)
- Title: Weak uniqueness and heat kernel estimates for SDEs driven by stable processes, II: rotationally singular case
2016.04.18 Mon up
- Date: 21 Apr. (Thu.)
- Place: W.W. 7th-floor, 4th lab.
- Time: 16:30-18:00
- Speaker: Alex Kulik (Institute of mathematics, Kyiv, Ukraine)
- Title: Weak uniqueness and heat kernel estimates for SDEs driven by stable processes, I: rotationally quasi-invariant case
2016.04.08 Fri up
- Date : 14 Apr. (Thu.)
- Place: W.W. 7th-floor, 4th lab.
- Time : 16:30-18:00
- Speaker: Shigeyoshi Ogawa (Ritsumeikan University)
- Title: 確率的フーリエ変換について
2016.04.01 Fri up
- Date : 7 Apr. (Thu.)
- Place: W.W. 7th-floor, 4th lab.
- Time : 16:30-18:00
- Speaker: Wei Zhu (University of Liverpool)
- Title: Introduction to Fractional Calculus