2017年度
2017.09.19 Tue up
- Date: 21 Sep. (Thu.)
- Place : W.W. 6th-floor, Colloquium Room
- Time: 16:30-18:00
- Speaker: Yuuki Ida (Ritsumeikan university)
- Title: A Fractional PCOC.
2017.09.05 Tue up
- Date: 7 Sep. (Thu.)
- Place: W.W. 6th-floor, Colloquium Room
- Time: 16:30-18:00
- Speaker: Makoto Yamazato (Tokyo Woman’s Christian university)
- Title: リスク過程の破産確率について
2017.08.25 Fri up
- Date: 29 Aug. (Tue.)
- Place: W.W. 6th-floor, Colloquium Room
- Time: 17:00-18:30
- Speaker: Pham Hai Ha (Hochimin)
- Title: Default Contagion with Domino Effect –A First Passage Approach
2017.08.22 Tue up
- Date: 24 Aug. (Thu.)
- Place: W.W. 6th-floor, Colloquium Room
- Time: 16:30-18:00
- Speaker: Kevkhishvili Rusudan (Kyoto University)
- Title: An Application of Time Reversal to Credit Risk Management
2017.07.24 Mon up
- This seminar is canceled/postponed.
2017.07.11 Tue up
- Date: 13 July (Thu.)
- Place: W.W. 6th-floor, Colloquium Room
- Time: 16:30-18:00
- Speaker: Yoshihiro Ryu(Ritsumeikan univ.)
- Title: An introduction to quantum stochastic analysis
2017.07.04 Tue up
- Date: 6 July (Thu.)
- Place: W.W. 6th-floor, Colloquium Room
- Time: 16:30-18:00
- Speaker: Kenji Yasutomi (Ritsumeikan univ.)
- Title: standard probability space and “standard measurable space”
- Abstract: In this talk, “standard measurable space” means “standard probability space without probability measure”.Since the “standardness” depends on probability measure, this is not so trivial. This kind of spaces are good for somethings, for example, for regular conditional probability, for independent complement.And, the spaces are enough common. Actually it include any Polish spaces.
2017.06.20 Tue up
- Date: 22 June (Thu.)
- Place: W.W. 6th-floor, Colloquium Room
- Time: 16:30-18:00
- Speaker: Takahiro Aoyama (Okayama univ.)
- Title: Composed order statistics and multivariate compound Poisson processes
2017.06.12 Mon up
- Date: 16 June (Fri.)
- Place: W.W. 7th-floor, 4th lab.
- Time: 16:30-18:00
- Speaker: Toshiki Okumura (The Dai-ichi Life insurance Company, Limited)
- Title: On a construction of strong solutions for stochastic differential equations with non-Lipschitz coefficients; a priori estimates approach
- Abstract: Given a stochastic differential equation of which coefficients satisfy Yamada-Watanabe condition or Nakao-Le Gall condition. We prove that its strong solution can be constructed on any probability space using a priori estimates and also using Ito theory based on Picard’s approximation scheme.
2017.06.06 Tue up
- Date: 8 June (Thu)
- Place: W.W. 6th-floor, Colloquium Room
- Time: 16:30-18:00
- Speaker: Jiro Akahori (Ritsumeikan univ.)
- Title: TBA