Department of Mathematical Sciences, Ritsumeikan University Web Page

Workshop “SOUSHUN Seminar on Probability” (in Japanese)

Date: March 7(Saturday)-8(Sunday), 2015
Place: RARCADIA R103, Biwako Kusatsu Campus, Ritsumeikan University

(Webpage, Program)

• Date : 12 Mar. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Daisuke Shiraishi (Kyoto U/ETHZ)
• Title: On structure of random walk traces

• Date : 5 Mar. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time:16:30-19：30
• Speaker: Ahmed Kebaier,   Hiroshi Kawabi

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• Date : 26 Feb. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 17:00 – 18:00
• Speaker: Claude Martini (Zeliade Systems)
• Title: “Martingale measures with pre-specified marginals: extremal points and perturbations” (joint work with L. Campi, London School of Economics)

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• Date : 19 Feb. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Dai Taguchi (Ritsumeikan unviersity)
• Title: Weak approximation for non-smooth functionals of SDEs with irregular drift (joint work with Hoang-Long Ngo)

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• Date : 12 Feb. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Hiroaki Hata (Shizuoka University)
• Title: Risk-sensitive asset management with jump-Wishart-autoregressive factor model

• Date : 6 Feb. (Fri)
• Place: W.W. 7th-floor, 4th lab.
• Time : 17:00 – 18:30
• Speaker: Alexei Kulik (Taras Shevchenko University）
• Title: Applications of parametrix method for SDEs driven by stable noise: non-negative CAFs and LA(M)N property in statistical models with high frequency of observations.

• Date : 2 Feb. (Mon)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Alexei Kulik (Taras Shevchenko University)
• Title: Parametrix method for SDEs driven by stable noise, II: justification and applications.

• Date : 29 Jan. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Alexei Kulik (Taras Shevchenko University)
• Title: Parametrix method for SDEs driven by stable noise, I: “cooperative” construction and convergence of the parametrix series

Date: 17:00–17:50, January 16, 2015
Place: The 1st Lab. of Math. on the 7th floor of West Wing
Speaker: Jens Wittsten　(Ritsumeikan University)
Title : An interpolation problem arising in seismic imaging
Abstract:
In seismic imaging, one wishes to use knowledge of reflected seismic waves to make an image of the Earth’s sub-surface. However, in marine seismic surveys (such as towed streamers), the obtained data is typically undersampled or has missing traces. The aim of this talk is to (briefly) discuss the mathematics behind the seismic imaging method, and to describe one way to interpolate the known data in case of missing traces, using a type of anisotropic diffusion to fill in the gaps. This is based on joint work with F. Andersson and Y. Morimoto.