Apr 2015-Mar 2016

Math-Fi seminar on 26 Nov.

2015.11.24 Tue up
  • Date : 26 Nov. (Thu.)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30-18:00
  • Speaker: Keiji Aihara, Mizuki Hurusawa, Tomooki Yuasa           


 

  • Time : 16:30-17:00
  • Speaker: Keiji Aihara (Ritsumeikan University)
  • Title: Linearization of Optimal Portfolio Problems via “Path-Integral”

  • Time : 17:00-17:30
  • Speaker: Mizuki Hurusawa (Ritsumeikan University)
  • Title: Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with jumps and irregular drift coefficient

  • Time : 17:30-18:00
  • Speaker: Tomooki Yuasa (Ritsumeikan University)
  • Title: Parametrix method for simulation of stochastic differential equations

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