2017年度

Math-Fi seminar on 21 Sep.

2017.09.19 Tue up
  • Date: 21 Sep. (Thu.)
  • Place : W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Yuuki Ida (Ritsumeikan university)
  • Title: A Fractional PCOC.

Math-Fi seminar on 7 Sep.

2017.09.05 Tue up
  • Date: 7 Sep. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Makoto Yamazato (Tokyo Woman’s Christian university)
  • Title: リスク過程の破産確率について

Math-Fi seminar on 29 Aug.

2017.08.25 Fri up
  • Date: 29 Aug. (Tue.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 17:00-18:30
  • Speaker: Pham Hai Ha (Hochimin)
  • Title: Default Contagion with Domino Effect –A First Passage Approach
 

Math-Fi seminar on 24 Aug.

2017.08.22 Tue up
  • Date: 24 Aug. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Kevkhishvili Rusudan (Kyoto University)
  • Title: An Application of Time Reversal to Credit Risk Management
 

Math-Fi seminar on 27 Jul.

2017.07.24 Mon up
  • This seminar is canceled/postponed.

Math-Fi seminar on 13 Jul.

2017.07.11 Tue up
  • Date: 13 July (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Yoshihiro Ryu(Ritsumeikan univ.)
  • Title: An introduction to quantum stochastic analysis
 

Math-Fi seminar on 6 Jul.

2017.07.04 Tue up
  • Date: 6 July (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Kenji Yasutomi (Ritsumeikan univ.)
  • Title: standard probability space and “standard  measurable space”
  • Abstract: In this talk, “standard measurable space” means “standard probability space without probability measure”.Since the “standardness” depends on probability measure, this is not so trivial. This kind of spaces are good for somethings, for example, for regular conditional probability, for independent complement.And, the spaces are enough common. Actually it include any Polish spaces.
 

Math-Fi seminar on 22 Jun.

2017.06.20 Tue up
  • Date: 22 June (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Takahiro Aoyama (Okayama univ.)
  • Title: Composed order statistics and multivariate compound Poisson processes

Math-Fi seminar on 16 Jun.

2017.06.12 Mon up
  • Date: 16 June (Fri.)
  • Place: W.W. 7th-floor, 4th lab.
  • Time: 16:30-18:00
  • Speaker: Toshiki Okumura (The Dai-ichi Life insurance Company, Limited)
  • Title: On a construction of strong solutions for stochastic differential equations with non-Lipschitz coefficients; a priori estimates approach
  • Abstract: Given a stochastic differential equation of which coefficients satisfy Yamada-Watanabe condition or Nakao-Le Gall condition. We prove that its strong solution can be constructed on any probability space using a priori estimates and also using Ito theory based on Picard’s approximation scheme. 
 

Math-Fi seminar on 8 Jun.

2017.06.06 Tue up
  • Date: 8 June (Thu)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Jiro Akahori (Ritsumeikan univ.)
  • Title: TBA