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Math-Fi seminar on 13 Mar.

2014.03.07 Fri up
  • Date : 13 Mar.  (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Dai Taguchi (Ritsumeikan University)
  • Title: Gaussian estimate of density of SDE with irregular coefficients and its application to the stability ploblems
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Math-Fi seminar on 6 Mar.

2014.03.02 Sun up
  • Date : 6 Mar.  (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Kazufumi Fujimoto (Osaka University)
  • Title: Expected utility maximization under incomplete information and with Cox-process observations
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Math-Fi seminar on 17 Feb.

2014.02.10 Mon up
  • Date : 17 Feb. (Mon)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Annie Millet  (Université Paris I）
  • Title: On the Richardson acceleration of finite elements schemes for parabolic SPDEs
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Math-Fi seminar on 13 Feb.

2014.02.05 Wed up
  • Date : 13 Feb. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Takahiro Tsuchiya (University of Aizu)
  • Title: Convergence rate of stability problems of SDEs with (dis-)continuous coefficients
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2014年2月26日(水)～28日(金) シンポジウム

2014.02.04 Tue up
「４ｔｈ Ritsumeikan-Monash　Symposium on Probability and Related Fields」
期間：2014年2月26日(水）～28日(金）
場所：立命館大学びわこくさつキャンパス　コラーニングハウスI　C107教室
プログラム


Math-Fi seminar on 30 Jan.

2014.01.27 Mon up
  • Date : 30 Jan. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Takafumi Amaba (Ritsumeikan University)
  • Title: A conjecture by Kontsevich and Suhov: unique existence of Malliavin measure.
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Math-Fi seminar on 23 Jan.

2014.01.17 Fri up
  • Date : 23 Jan. (Thu)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30 – 17:30 (50 minute talk 10 minute question time)
  • Speaker: Xiaoming Song (Ritsumeikan University)
  • Title: Backward stochastic differential equations and Malliavin Calculus

Math-Fi seminar on 16 Jan.

2014.01.15 Wed up
The Mathematical Finance seminar will be held on Jan 16th (Thu), 
​which is a joint seminar with the colloquium of mathematical department. 

  • Date: 16 Jan. (Thu) 
  • Place:  Prism House  P 108 
 
  • Time: 16:30 – 17:30 
  • Speaker:  Tai-Ho Wang (City University of New York) 
  • Title: Implied volatility from local volatility: A path integral approach 
  • abstract
 
  • Time: 17:40 – 18:40 
  • Speaker: André Martinez (Università di Bologna)
  • Title： Optimal estimates for the Helmholtz resonator 
  • abstract


2014年 1月16日(木)談話会

2014.01.14 Tue up
日時： 1月16日(木)
場所： プリズムハウス 108

時間： 16:30 — 17:30
講演者： Tai-Ho Wang氏 (ニューヨーク市立大)
講演題目： Implied volatility from local volatility: A path integral approach
アブストラクト

時間： 17:40 — 18:40
講演者： André Martinez氏 (ボローニャ大)
講演題目： Optimal estimates for the Helmholtz resonator
アブストラクト

Math-Fi seminar on 9 Jan.

2014.01.07 Tue up
  • Date : 9 Jan. (Thu)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30 – 18:00
  • Speaker: Tomonori Nakatsu (Ritsumeikan University)
  • Title: Integration by parts formula for discrete and continuous time maximum of a one-dimensional SDE
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