News&Events

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

Math-Fi seminar on 2 May

2019.04.30 Tue up
  • Date: 2 May (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Yuta Ishigaki (Cosmedia. Co., Ltd)
  • Title: Job of System engineer

Math-Fi seminar on 25 Apr.

2019.04.22 Mon up
  • Date: 25 Apr. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Tomooki Yuasa (Ritsumeikan University)
  • Title: Introduction to parametrix method

Workshop [April 4, 2019]

2019.04.01 Mon up
”One day workshop on stochastic analysis”
  • Date: 4 Apr. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 13:00-18:20


   Schedule

  • Time: 13:00-13:40
  • Speaker: Seiichiro Kusuoka (Okayama University)
  • Title: Invariant measure and flow associated to the Phi4-quantum field model on the three-dimensional torus

  • Time: 13:45-14:25
  • Speaker: David Nualart (Kansas University)
  • Title: Breuer-Major theorem: tightness and rate of convergence

  • Time: 14:40-15:20
  • Speaker: Hiroshi Tsukada (Kyoto University)
  • Title: Pathwise uniqueness of SDEs driven by strictly stable processes

  • Time: 15:25-15:45
  • Speaker: Takuya Nakagawa (Ritsumeikan University)
  • Title: $L^{\beta}$ distance between two one-dimensional stochastic differential equations driven by a symmetric $\alpha$-stable process

  • Time: 16:00-16:40
  • Speaker: Lorick Huang (INSA de Toulouse)
  • Title: A Local Limit Theorem for Robbins-Monro Procedure

  • Time: 16:45-17:25
  • Speaker: Yu Ito (Kyoto Sangyo University)
  • Title: A fractional calculus approach to rough path integration

  • Time: 17:40-18:20
  • Speaker: Anthony Reveillac (INSA de Toulouse)
  • Title: On a stochastic Hardy-Littlewood-Sobolev inequality with application to Strichartz estimates for a noise dispersion

 Organizing Committee: Yuuki Ida (Ritsumeikan University) and Gô Yûki (Ritsumeikan University)
 

Math-Fi seminar on 11 Apr.

2019.03.27 Wed up
  • Date: 11 Apr. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: David Nualart (Universitat de Barcelona & Kansas University)
  • Title: Stein’s method for normal approximations

Math-Fi seminar on 28 Mar.

2019.03.27 Wed up
  • 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

Math-Fi seminar on 14 Mar.

2019.03.11 Mon up
  • 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

Math-Fi seminar on 15 Feb.

2019.02.18 Mon up
  • 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)

Math-Fi seminar on 14 Feb.

2019.02.18 Mon up
  • 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.