Department of Mathematical Sciences, Ritsumeikan University Web Page

• Date: 25 Jan.(Thu.)
• Place: W. W. 6th-floor, Colloquium Room
• Time: 16:30-18:00
• Speaker: Yuichi Shiozawa (Osaka university)
• Title: Upper rate functions of Brownian motion type for symmetric jump processes

• Date: 18 Jan.(Thu.)
• Place: W. W. 6th-floor, Colloquium Room
• Time: 16:30-18:00
• Speaker: Takanori Adachi (Ritsumeikan university)

• Date: 22 Dec. (Fri.)
• Place: W.W. 6th-floor, Colloquium Room
• Time: 16:30-18:00
• Speaker: Tai-Ho Wang
• Title: Works in progress related to quantitative finance
• Abstract: In this talk, I will introduce the projects that I am currently working on and their possible extensions. The first concerns the pricing of an exotic option called target volatility option in the fractional SABR model. Secondly, we concern ourselves in an equilibrium model on asymmetric information and insider trading in continuous time taking into account adverse selection and inventory cost. Lastly, we propose an approximate maximum likelihood estimator for the drift term of a  fractional Brownian motion with drift. 

Noncommutative Geometry and K-theory at Rits
     -The Fourth China-Japan Conference-

Dates : March 26 (Monday) — 28 (Wednesday), 2018 
Conference Venue : Ritsumeikan University, Biwako-Kusatsu Campus (BKC)
                                    Access Map

Organizing Committee : 
       Toshikazu Natsume, Ritsumeikan University, Co-chair
       Hiroyuki Osaka, Ritsumeikan University, Co-chair
       Tsuyoshi Kato, Kyoto University
       Yasuyuki Kawahigashi, University of Tokyo
       Hitoshi Moriyoshi, Nagoya University

Invited Speakers :
       Tomohiro Fukaya, Tokyo Metropolitan University 
       Yoshiyasu Fukumoto, East China Normal University
       Goroh Ishiki, Tsukuba University
       Yosuke Kubota, RIKEN
       Hongzhi Liu, Shanghai Center for Mathematical Sciences, Fudan University
       Raphael Ponge, Seoul National University
       Naoya Suzuki, National Institute of Technology, Akita College
       Doman Takata, Kyoto University
       Kai Wang, Fudan University
       Qin Wang, East China Normal University
       Kentaroh Yoshida, Kyoto University
       Yang Zhang, University of Manitoba
       Dapeng Zhou, East China Normal University  

For information : Toshikazu Natsume (tnatsume@jcom.zaq.ne.jp)     

Program 　Poster　　　　

• Date: 23 Nov. (Thu.)
• Place: W.W. 6th-floor, Colloquium Room
• Time: 16:30-18:00
• Speaker: Masanori Koyama (Ritsumeikan university)
• Title: TBA

• Date: 7 Nov. (Tue.)
• Place: W.W. 6th-floor, Colloquium Room
• Time: 16:30-18:00
• Speaker: Yong Hyun Shin (Seoul)
• Title: Consumption and Portfolio Selection with Necessities and Luxuries

• Date: 2 Nov.(Thu.)
• Place: W.W. 6th-floor, Colloquium Room
• Time: 16:30-18:00
• Speaker: Kanji Inui (Kyoto university)
• Title: Discontinuity of energy density functions on Sierpinski gasket
• Abstract: N-dimensional Sierpinski gasket is one of most important fractal. we consider energy density functions on it. Bell, Ho and Strichartz proved that this functions are discontinuous at every point if N = 2 [1]. I will talk about discontinuity of energy density functions on N-dimensional Sierpinski gasket.  

• Date: 12 Oct. (Thu.)
• Place: W.W. 6th-floor, Colloquium Room
• TIme: 16:30-18:00
• Speaker: Roland Friedrich (Saarland University)
• Title: Operads and Stochastic Calculus

• Date: 5 Oct. (Thu.)
• Place: W.W. 6th-floor, Colloquium Room.
• Time: 16:30-18:00
• Speaker: Dai Taguchi (Osaka university)
• Title: Semi-implicit Euler-Maruyama approximation for non-colliding particle systems