Apr 2015-Mar 2016

Math-Fi seminar on 14 May

2015.05.10 Sun up
  • Date : 14 May (Thu)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30-18:00
  • Speaker: Takanori Adachi (Ritsumeikan University)
  • Title: A categorical interpretation of logical formulae involving stochastic processes
  • Abstract: We introduce a formal language IEB that allows a belief operator. A constant symbol in the language denotes a stochastic process so that we can represent several financial events as formulae in the language. As a model of the language, we use a system based on a category \chi whose object is a pair of a \sigma-field and a subjective probability measure, which was introduced in Adachi[2014].

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