News&Events

Math-Fi seminar on 22 May

2014.05.16 Fri up
  • Date : 22 May  (Thu)
  • Place: W.W. 7th-floor, 3rd lab. 
  • Time : 16:30 – 18:00
  • Speaker: Ju-Yi Yen (University of Cincinnati)
  • Title:  Some examples of Skorokhod embeddings and their applications

Seminar of Financial Mathematics [May 15, 2014]

2014.05.15 Thu up
Date: May 15, 2014
Place: West Wing 7F, 3rd lab. room
Speaker: Kenichi Arakawa (Resona Bank)
Titl: Mathematical Finance and Banking Works

Math-Fi seminar on 8 May

2014.05.03 Sat up
  • Date : 8 May  (Thu)
  • Place: W.W. 7th-floor, 3rd lab. 
  • Time : 16:30 – 18:00
  • Speaker: Jiro Akahori  (Ritsumeikan University)
  • Title:  TBA

Colloquium [May 2, 2014]

2014.04.28 Mon up
May 2, 2014 @Prism House P106, 16：30–18:10

1. Time: 16:30 — 17:10
Adachi Takanori （Ritsumeikan Univ.）
Title : Toward Categorical Risk Measure Theory
abstract:
We introduce a category that represents varying risk as well as ambiguity. We give a generalized conditional expectation as a presheaf for the category which not only works as a traditional conditional expectation given a σ-field but also is compatible with change of measure. Then, we reformulate dynamic monetary value measures as a presheaf for the category. We show how some axioms of dynamic monetary value measures in the classical setting are deduced as theorems in the new formulation, which is an evidence that the axioms are natural. Finally, we point out the possibility of giving a theoretical criteria with which we can pick up appropriate sets of axioms required for monetary value measures to be good, using a topology-as-axioms paradigm.

2. Time: 17:20 — 18:00
Noriko Wakabayashi （Ritsumeikan Univ.）
Title : Multiple zeta values and finite multiple zeta values
abstract : 
The multiple zeta values (MZVs for short), first considered by L. Euler, are natural generalization of Riemann zeta values. It is known that there are many Q-linear relations among these values with rational coefficients. The finite multiple zeta values (fMZVs for short) have been investigated mainly by M. Hoffman and refined by D. Zagier. In this talk, we discuss some facts, recent results and conjectures for fMZVs, comparing with those for MZVs. 

contact: 
Hiraku Nozawa ; e-mail <hnozawaATfc.ritsumei.ac.jp> 
Yuri Imamura ; e-mail <imamurayATfc.ritsumei.ac.jp>

Math-Fi seminar on 24 Apr.

2014.04.18 Fri up
  • Date : 24 Apr.  (Thu)
  • Place: W.W. 7th-floor, 3rd lab. 
  • Time : 16:30 – 18:00
  • Speaker: Libo Li  (Ritsumeikan University)
  • Title:  Backward parametrix method for SDE driven by stable Levy process + pseudo stopping times (if there is time)

Math-Fi seminar on 17 Apr.

2014.04.11 Fri up
  • Date : 17 Apr.  (Thu)
  • Place: W.W. 7th-floor, 3rd lab. 
  • Time : 16:30 – 18:00
  • Speaker: Go Yuki (Ritsumeikan University)
  • Title: Holder Continuity Property of the Densities of SDEs with Singular Drift Coefficients

Math-Fi seminar on 10 Apr.

2014.04.03 Thu up
  • Date : 10 Apr.  (Thu)
  • Place: W.W. 7th-floor, 3rd lab. 
  • Time : 16:30 – 18:00
  • Speaker: Yuuki Ida (Ritsumeikan University)
  • Title: Stochastic Calculus for Parisian Walk

Math-Fi seminar on 3 Apr.

2014.04.01 Tue up
  • Date : 3 Apr.  (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Takafumi Amaba (Ritsumeikan University)
  • Title: TBA

Math-Fi seminar on 26 Mar.

2014.03.21 Fri up
  • Date : 26 Mar. (Wed)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30 – 18:00
  • Speaker: Michcle Triestino (Ecole Normale Superieure de Lyon)
  • Title: Obtaining stationary random metrics on hierarchical graphs by a cut-off method
(joint work with M. Khristoforov & V. Kleptsyn)
≫ More

Math-Fi seminar on 13 Mar.

2014.03.07 Fri up
  • Date : 13 Mar.  (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Dai Taguchi (Ritsumeikan University)
  • Title: Gaussian estimate of density of SDE with irregular coefficients and its application to the stability ploblems
≫ More

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