立命館大学数理科学科

• Date : 16 Jun. (Thu.)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30-18:00
• Speaker: Dai Taguchi (Ritsumeikan University)
• Title: Weak rate of convergence for the Euler-Maruyama scheme with fractional differential drift

• Date: 7 Jun. (Tue.)
• Place: W.W. 7th-floor, Colloquium Room
• Time : 13:00-16:10
• Speaker: Jim Pitman (University of California, Berkeley),  
• Speaker: Lancelot James (Hong Kong University of Science and Technology)

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「Brownian Motions and Stochastic Processes」
　–Conference in memory of Marc Yor–

期間：2016年6月3日(金）～5日(日）
場所：立命館大学びわこくさつキャンパス　ウエストウイング6階　談話会室
詳細はこちら

• Date: 19 May (Thu.)
• Place: W.W. 7th-floor, 4th lab.
• Time: 16:30-18:00
• Speaker: Takafumi Amaba
• Title: Refining knowledge of Skorokhod integral

日時： 5月27日(金) 
場所： 立命館大学 BKC フォレストハウス1階 F105
時間： 16:30 — 18:00
講演者： 尾張 圭太 氏（立命館大学）, 多羅間 大輔 氏（立命館大学）
1. 16:30-17:10
講演者： 尾張 圭太 氏（立命館大学）

講演題目： On Convex Functions on Orlicz Spaces with $\Delta_2$-Conjugates

アブストラクト： We show that in an Orlicz space \(L^\Phi\) with the conjugate Young function \(\Psi\) being \(\Delta_2\) (so \(L^\Phi\) is the dual of \(L^\Psi\)), a proper convex function has a \(\langle L^\Phi,L^\Psi\rangle\)-dual representation iff it is order lower semicontinuous; more precisely, a convex set \(C\subset L^\Phi\) is \(\sigma(L^\Phi,L^\Psi)\)-closed iff for each order interval \([-\eta,\eta]=\{\xi:-\eta\leq \xi\leq \eta\}\) (\(0\leq \eta\in L^\Phi\)), the intersection \(C\cap [-\eta,\eta]\) is closed in \(L^0\). The result is based on the following technical lemma: for any norm bounded sequence \((\xi_n)_n\) in \(L^\Phi\) which converges in probability to \(0\), there exist forward convex combinations \(\zeta_n\in \mathrm{conv}(\xi_n,\xi_{n+1},…)\) as well as an element \(\eta\in L^\Phi_+\) such that \(\zeta_n\rightarrow 0\) and \(|\zeta_n|\leq \eta\). We show also that a finite-valued convex function on \(L^\Phi\) is \(\tau(L^\Phi,L^\Psi)\)-continuous iff it is sequentially \(\tau(L^\Phi,L^\Psi)\)-continuous on order intervals, and the condition is equivalent to the order continuity of the function.

This is a Joint work with Freddy Delbaen (ETH Zürich and Univ. Zürich).

2. 17:20-18:00
講演者： 多羅間 大輔 氏（立命館大学）
講演題目： 自由剛体に付随する楕円ファイバー空間

• Date: 12 May (Thu.)
• Place: W.W. 7th-floor, 4th lab.
• Time: 16:30-18:00
• Speaker: Dai Taguchi
• Title: Euler-Maruyama scheme for SDEs with discontinuous diffusion coefficient

• Date: 28 Apr. (Thu.)
• Place: W.W. 7th-floor, 4th lab.
• Time: 16:30-18:00
• Speaker: Alex Kulik (Institute of mathematics, Kyiv, Ukraine)
• Title: Weak uniqueness and heat kernel estimates for SDEs driven by stable processes, II: rotationally singular case

• Date: 21 Apr. (Thu.)
• Place: W.W. 7th-floor, 4th lab.
• Time: 16:30-18:00
• Speaker: Alex Kulik (Institute of mathematics, Kyiv, Ukraine)
• Title: Weak uniqueness and heat kernel estimates for SDEs driven by stable processes, I: rotationally quasi-invariant case

• Date : 14 Apr. (Thu.)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30-18:00
• Speaker: Shigeyoshi Ogawa (Ritsumeikan University)
• Title: 確率的フーリエ変換について