- 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