2019年度

Math-Fi seminar on 9 Aug.

2019.08.05 Mon up
  • Date: 9 Aug. (Fri.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:00-18:00
  • Speaker: Wei Zhu/Maoqi Hu (University of Liverpool)
  • Title: Introduction to Fractional Calculus (first lecture)
  • Abstract:
It is surprisingly, but most scientists and engineers remain unaware of fractional calculus; it is not being taught in universities and colleges; and others remain sceptical of this field. There are several reasons for that: several of the definitions proposed for fractional derivatives were inconsistent, meaning they worked in some cases but not in others. The mathematics involved appeared very different from that of integer order. There were almost no practical applications of this field. During the last decade fractional calculus has been applied to almost every field of science, engineering, and mathematics. Some of the areas where fractional calculus has made a profound impact.
This course starts from scratch and provides with the background necessary for the understanding of the fractional calculus. It will start from the birth of the fractional calculus. Different approaches defining fractional integral and derivatives will be presented and discussed. Useful and practical properties of each specific fractional derivative will be shown as well. In the end of this two-hour course, there will be some geometric interpretation of fractional derivative to help students have a better understanding of this world.

Math-Fi seminar on 1 Aug.

2019.07.31 Wed up
  • Date: 1 Aug. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Hoang-Long Ngo (Hanoi National University of Education)
  • Title: second lecture

Math-Fi seminar on 25 Jul.

2019.07.22 Mon up
  • Date: 25 Jul. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Hoang-Long Ngo (Hanoi National University of Education)
  • Title: Limit theorem for perturbed random walks (first lecture)
  • Abstract: 
​In this talk, I will present a functional central limit theorem for random walks on \mathbb{Z} which is perturbed at zeros.
  • Reference: https://arxiv.org/abs/1906.00440
 

Math-Fi seminar on 18 Jul.

2019.07.16 Tue up
  • Date: 18 Jul. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: José Manuel Corcuera (Universitat de Barcelona)
  • Title: The Kyle-Back equlibrium model (second lecture)

Math-Fi seminar on 11 Jul.

2019.07.08 Mon up
  • Date: 11 Jul. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: José Manuel Corcuera (Universitat de Barcelona)
  • Title: The Kyle-Back equlibrium model (first lecture)
  • Abstract:
​In this talk we will give a general review on this model propose by Kyle in the discrete time setting, and extended by Back to the continuous time setting, to model the effect of the trading of an agent with privilege information in the market prices of a stock in a financial market.
 

Math-Fi seminar on 4 Jul.

2019.07.02 Tue up
  • Date: 4 Jul. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Takanobu Yamanobe (Hokkaido University, School of Medicine)
  • Title: ノイズを持つ神経細胞モデルの確率過程の漸近展開による解析

Math-Fi seminar on 27 Jun.

2019.06.25 Tue up
  • Date: 27 Jun. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
 
  • Time: 15:30-16:30 
  • First Speaker: Jorge Ignacio González Cázares (The University of Warwick)
  • Title: TBA (final lecture)
 
  • Time: 16:30-17:30
  • Second Speaker: Kiseop Lee (Purdue University)
  • Title: Bond Prices with Insufficient Information

  • Time: 17:30-18:30
  • Final Speaker: Tomoyuki Ichiba (University of California, Santa Barbara)
  • Title: Mean-field and tree interactions for stochastic volatility
  • Abstract:
We shall discuss diffusions with mean-field interactions and interactions through a tree structure by introducing stochastic differential equations with distributional constraints. This class of system includes a system of directed chain stochastic differential equations, and it has an infinite-dimensional feature and so does the corresponding system of filtering equations we discuss. We approximate the system by particle systems, and apply the results for modeling stochastic volatility.
 

Math-Fi seminar on 20 Jun.

2019.06.18 Tue up
  • Date: 20 Jun. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Jorge Ignacio González Cázares (The University of Warwick)
  • Title: Geometrically Convergent Simulation of the Extrema of Lévy Processes (second lecture)
 

Math-Fi seminar on 13 Jun.

2019.06.10 Mon up
  • Date: 13 Jun.  (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Jorge Ignacio González Cázares (The University of Warwick)
  • Title: Approximating and Simulating the Suprema of Lévy Processes

Math-Fi seminar on 23 May

2019.05.21 Tue up
  • Date: 23 May (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Arturo Kohatsu-Higa (Ritsumeikan University)
  • Title: Continuity problems