立命館大学数理科学科

• Date :  21 Nov. (Thu)
• Place: W.W. 7th-floor, 4th lab. 
• Time : 16:30 – 18:00
• Speaker: Azmi Makhlouf　(University of TUNIS EL MANAR)
• Title: Delta and Delta-Gammma hedging error rate with irregular payoffs

• Date :  14 Nov. (Thu)
• Place: W.W. 7th-floor, 4th lab. 
   
• Time : 16:30 – 17:00
• Speaker: Ryo Akimoto (Ritsumeikan University)
• Title: The Put-Call Symmetry Method by a Higher-Order Scheme
   
• Time : 17:00 – 17:30
• Speaker: Tsubasa Inoue  (Ritsumeikan University)
• Title: Wiener-Hopf Euler-Maruyama Scheme for Stochastic Differential Equations

• Date :  7 Nov. (Thu)
• Place: W.W. 7th-floor, 4th lab. 
• Time : 16:30 – 18:00
• Speaker: Nobutaka Shimizu (Ritsumeikan University)
• Title: Multidimensional Polynomial Euler Products and Lévy Measures

場所： 場所：ウエストウィング 7F 数学第２研究室
講演者：講演者： 菊田 俊幸 氏（立命館大学）
講演題目： 講演題目： 多変数モジュラー形式の合同について

• Date : 24 Oct. (Thu)
• Place: W.W. 7th-floor, 4th lab. 
• Time : 16:30 – 18:00
• Speaker: Vlad Bally (Universite Paris Est)
• Title: Error estimate for Victoir Ninomiya approximation scheme 

• Date : 17 Oct. (Thu)
• Place: W.W. 7th-floor, 4th lab. 
• Time : 16:30 – 18:00
• Speaker: Kengo Kato (University of Tokyo)
• Title: Gaussian approximation of suprema of empirical processes

≫ 続きを読む

• Date : 15 Oct. (Tue)
• Place: W.W. 7th-floor, 4th lab. 
• Time : 16:30 – 18:00
• Speaker: Vlad Bally (Universite Paris Est)
• Title: Convergence in total variation for the law of functionals on the Wiener space

• Date : 10 Oct. (Thu)
• Place: W.W. 7th-floor, 4th lab. 
• Time : 16:30 – 18:00
• Speaker: Vlad Bally (Universite Paris Est)
• Title: Estimate of the distance between two probability densities using Malliavin calculus

場所： フォレストハウス1階　F106教室
講演者： 池田 憲明 氏（立命館大学）
講演題目： 物理理論としての数学

• Date : 3 Oct. (Thu)
• Place: W.W. 7th-floor, 4th lab. 
• Time : 16:30 – 18:00
• Speaker: Yoshio Miyahara (Ritsumeikan University and Nagoya City University)
• Title: Evaluation of the scale risk