Apr 2015-Mar 2016

Math-Fi seminar on 7 May

2015.05.04 Mon up
  • Date : 7 May (Thu)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30-18:00
  • Speaker: Tomonori Nakatsu (Ritsumeikan University)
  • Title: On density function concerning discrete time maximum of some one-dimensional diffusion processes
  • Abstract: In this talk, we will study on density function concerning discrete time maximum of some one-dimensional diffusion processes. We shall employ a modern technique (Malliavin calculus) and a classical technique (Laplace’s method) for the study.

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