立命館大学数理科学科 » 2018年度 http://www.math.ritsumei.ac.jp/home2 立命館大学理工学部数理科学科です。幅広い領域での数学の研究・活用を通して人類の福祉と発展に貢献できる人材を育成することを目標としています。 Thu, 23 Apr 2026 07:17:50 +0000 ja hourly 1 https://wordpress.org/?v=3.9.40 Math-Fi seminar on 28 Mar. http://www.math.ritsumei.ac.jp/home2/?p=1404 http://www.math.ritsumei.ac.jp/home2/?p=1404#comments Wed, 27 Mar 2019 04:18:04 +0000 http://www.math.ritsumei.ac.jp/?p=1404
  • Date: 28 Mar. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: David Nualart (Universitat de Barcelona & Kansas University)
  • Title: A brief introduction to Malliavin calculus
    • ]]>     http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=1404 0     Math-Fi seminar on 14 Mar. http://www.math.ritsumei.ac.jp/home2/?p=1399 http://www.math.ritsumei.ac.jp/home2/?p=1399#comments Mon, 11 Mar 2019 05:47:43 +0000 http://www.math.ritsumei.ac.jp/?p=1399
  • Date: 14 Mar. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Katsushi Nakajima (Ritsumeikan Asia Pacific University)
  • Title: Commodity Spot and Futures Prices under Supply, Demand, and Financial Trading
  • Reference: “https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2603946“
    • ]]>     http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=1399 0     Math-Fi seminar on 15 Feb. http://www.math.ritsumei.ac.jp/home2/?p=1391 http://www.math.ritsumei.ac.jp/home2/?p=1391#comments Mon, 18 Feb 2019 04:32:51 +0000 http://www.math.ritsumei.ac.jp/?p=1391
  • Date: 15 Feb. (Fri.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Antoine Lejay (Institut Élie Cartan de Lorraine)
  • Title: Rough paths (the final lecture)
    • ]]>     http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=1391 0     Math-Fi seminar on 14 Feb. http://www.math.ritsumei.ac.jp/home2/?p=1390 http://www.math.ritsumei.ac.jp/home2/?p=1390#comments Mon, 18 Feb 2019 04:28:16 +0000 http://www.math.ritsumei.ac.jp/?p=1390
  • Date: 14 Feb. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:30
    • ​
    • ​First speaker: Antoine Lejay (Institut Élie Cartan de Lorraine)
    • Title: rough paths (the second lecture)
    ​
    • Second speaker: Takafumi Amaba (Fukuoka University)
    • Title: On the regularity of time occupation functionals for Gaussian processes
    • Abstract:
    We are interested in the order of Sobolev space $\mathbb{D}_{2}^{\alpha}$ for which Wiener functional functional $ \int_{0}^{t} \Lambda ( X_{s}, \dot{X}_{s} ) \mathrm{d}s $ belongs to, where $\Lambda$ is a Schwartz distribution on $\mathbb{R}^{2}$ and $X = (X_{t})_{t \in \mathbb{R}}$ is a centered stationary Gaussian process satisfying some conditions. This class of functionals cover the cases of time-occupational functionals and level crossings. Joint work with Marie Kratz.
     
    ]]>     http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=1390 0     Math-Fi seminar on 12 Feb. http://www.math.ritsumei.ac.jp/home2/?p=993 http://www.math.ritsumei.ac.jp/home2/?p=993#comments Mon, 18 Feb 2019 04:12:38 +0000 http://www.math.ritsumei.ac.jp/?p=993
  • Date: 12 Feb. (Tue.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Antoine Lejay (Institut Élie Cartan de Lorraine)
  • Title: Rough paths (the first lecture)
    • ]]>     http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=993 0     Math-Fi seminar on 10 Jan. http://www.math.ritsumei.ac.jp/home2/?p=1382 http://www.math.ritsumei.ac.jp/home2/?p=1382#comments Tue, 08 Jan 2019 08:53:00 +0000 http://www.math.ritsumei.ac.jp/?p=1382
  • Date: January 10th (Thu.), 17th (Thu.), 18th (Fri.) and 24th (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Reiichiro Kawai (University of Sydney)
  • Title: time series analysis
    • ]]>     http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=1382 0     Math-Fi seminar on 15 Nov. http://www.math.ritsumei.ac.jp/home2/?p=1374 http://www.math.ritsumei.ac.jp/home2/?p=1374#comments Tue, 13 Nov 2018 02:47:48 +0000 http://www.math.ritsumei.ac.jp/?p=1374
  • Date: 15 Nov. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Akihiro Tanaka (Osaka University, Sumitomo Mitsui Banking Corporation)
  • Title: Introduction to xVA:Remark on arbitrage free condition.
    •  
    ]]>     http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=1374 0     Math-Fi seminar on 8 Nov. http://www.math.ritsumei.ac.jp/home2/?p=1365 http://www.math.ritsumei.ac.jp/home2/?p=1365#comments Wed, 07 Nov 2018 02:02:09 +0000 http://www.math.ritsumei.ac.jp/?p=1365
  • Date: 8 Nov. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Tadashi Ono (University of Tsukuba)
  • Title: TBA
    • ]]>     http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=1365 0     Math-Fi seminar on 25 Oct. http://www.math.ritsumei.ac.jp/home2/?p=1362 http://www.math.ritsumei.ac.jp/home2/?p=1362#comments Tue, 23 Oct 2018 03:11:05 +0000 http://www.math.ritsumei.ac.jp/?p=1362
  • Date: 25 Oct. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room


    • Time: 16:30-16:50
    • Speaker: Masahiro Kinuya (Ritsumeikan University)
    • Title: Euler-Maruyama type approximation of stochastic PDEs by orthogonal random variables
    ​
    • ​Time: 16:50-17:10
    • Speaker: Yuta Nakamura (Ritsumeikan University)
    • Title: Approximation of Heston model by a lattice on 3-dimensional Heisenberg group
    ​
    • Time: 17:10-17:30
    • Speaker: Yuki Semba (Ritsumeikan University)
    • Title: Polya Urn Binomial Model for Option Price
    ​
    • Time: 17:30-17:50
    • Speaker: Tsuyoshi Kinoshita (Ritsumeikan University)
    • Title: Default Contagion with Domino Effect as a Point Process
    ​
    • Time: 17:50-18:10
    • Speaker: Shuji Tamada (Ritsumeikan University)
    • Title: Thermodynamic Approach to Whole-Life Insurance: An Evaluation Method of Surrender Risk
     
    ]]>     http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=1362 0     Math-Fi seminar on 27 Sep., 4 Oct. and 11 Oct. http://www.math.ritsumei.ac.jp/home2/?p=1354 http://www.math.ritsumei.ac.jp/home2/?p=1354#comments Tue, 25 Sep 2018 03:57:31 +0000 http://www.math.ritsumei.ac.jp/?p=1354
  • Date:  27 Sep. (Thu.), 4 Oct. (Thu.) and 11 Oct. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Ying Jiao (Université Claude Bernard Lyon 1)
  • Title: CIR models with jumps
  • Abstract:
    • ​The first one will be on affine interest rate models with Brownian diffusion including CIR and Vacisek models, the second one will start with the jumps and introduce some basic notions about CBI processes, in relation with the general affine jump diffusion models, the third and last part will be the research lecture on the so-called alpha-CIR model.
     
    ]]>     http://www.math.ritsumei.ac.jp/home2/?feed=rss2&p=1354 0