Department of Mathematical Sciences, Ritsumeikan University Web Page

Date: 17:00–17:50, January 15, 2015
Place: The 4th Lab. of Math. on the 7th floor of West Wing
Speaker: David Herzog (Drake University)
Title: Noise-Induced Stabilization of Planar Flows
Abstract:
We discuss certain, explosive ODEs in the plane that become stable under the additionof noise. In each equation, the process by which stabilization occurs is intuitively clear: Noisediverts the solution away from any instabilities in the underlying ODE. However, in many cases, proving rigorously this phenomenon occurs has thus far been difficult and the current methods used to do so are rather ad hoc. Here we present a general, novel approach to showingstabilization by noise and apply it to these examples. We will see that the methods used streamline existing arguments as well as produce optimal results, in the sense that they allow us to understand well the asymptotic behavior of the equilibrium measure at infinity.

• Date : 8 Jan. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Patrik Andersson (Ritsumeikan University)
• Title: Sampling the parametrix method

• Date : 15 Dec. (Mon)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Ngoc Khue Tran (Ritsumeikan University)
• Title: LAN property for some jump-diffusion processes

• Date : 11 Dec. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Hoang-Long Ngo (Hanoi National University of Education)
• Title: On the strong rate of Euler Maruyama approximation for stochastic differential equations with super-linear growth coefficients

• Date : 27 Nov. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Lorick Huang
• Title: Density bounds for some degenerate stable driven SDEs

December 4, 2014 @Prism House P107, 16：30–17:50

Speaker: Vlad Bally （University Paris-Est Marne-la-Vallée）
Title : Convergence and regularity of probability laws using an interpolation method
abstract:
Integration by parts formulae represent a usefull instrument for proving regularity of probability laws and the now a day classical Malliavin calculus represents a central method in building such integration by parts formulas and using them. Another important application concerns estimates of the error in total variation distance in some limit theorems. Stochastic equations are the classical framework in which such methods are used. But much regularity for the coefficients of such equations is needed in order to be able to employ Malliavin calculus. In recent years, following some ideas of N. Fournier and J. Printemps, an alternative approach has been initiated, permitting to deal with equations with rather law regularity of the coefficients (and so, out of rich by using Malliaivn calculus). In a work in collaboration with L. Caramellino, we developed these ideas and we proved that this approach feets in the classical framework of Interpolation spaces. The aim of my talk is to give an insight in this new approach.

• Date : 20 Nov. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Noufel Frikha
• Title: An introduction to stochastic approximation algorithm: theoretical aspects and applications

Date: Nov 28, 2014 14:40–16:10
Place: F105
Speaker:
・Akihiro Tanaka (Sumitomo Mitsui Banking Corporation)
・Yuta Ishigaki (COSMEDIA. CO., LTD)
・Toshiki Okumura (The Dai-ichi Life Insurance Company, Limited)

• Date : 13 Nov. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Takafumi Amaba (Ritsumeikan University)
• Title: An Integration by Parts on “Space of Loops”

• Date : 6 Nov. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Jorge Clarke (Universided del Bio-Bio)
• Title: Potential Theory for random fields and Hitting times for the stochastic wave equation with fractional colored noise

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