Apr 2014-Mar 2015

Math-Fi seminar on 5 Mar.

2015.02.27 Fri up
  • Date : 5 Mar. (Thu)
  • Place: W.W. 7th-floor, 4th lab.
  • Time:16:30-19:30
  • Speaker: Ahmed Kebaier,   Hiroshi Kawabi

First talk:
  • Speaker: Ahmed Kebaier
  • Time:16:30-18:00
  • Title: Multilevel Monte Carlo and Importance sampling for stochastic processes
Second talk:
  • Speaker: Hiroshi Kawabi(Okayama university)
  • Time:18:00-19:30
  • Title: Stationary phase for rough differential equations
  • In this talk, we discuss the method of stationary phase for small noise limit of rough differential equations (RDEs) driven by Gaussian rough path. Our approach is based on the techniques developed in the study of Laplace type functional integrals with Bismut-Malliavin’s integration by parts formula in the sense of rough paths. We also revisit an example due to Aihara-Akahori-Fujii-Nitta (’13) from our point of view. This is joint work with Yuzuru Inahama (Nagoya University).

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