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