2015年度
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].